Hafner, Christian M. (contributor); … - 2004 - [Elektronische Ressource]
Rotterdam, P.O.B. 1738, 3000 DR Rotterdam, Nether-
lands, chafner@few.eur.nl
2CORE and Department of Economics, Universit … the number of observations required
to obtain reasonable estimates goes beyond what is typically available in economics …. Journal of Business and Economic Statistics 20, 339{350.
[12] Engle, R. & K. Kroner (1995) Multivariate simultaneous GARCH …