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~institution:"Econometrisch Instituut <Rotterdam>"
~institution:"Ekonomiska forskningsinstitutet <Stockholm>"
~person:"Hafner, Christian M."
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Hafner, Christian M.
Teräsvirta, Timo
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Econometrisch Instituut <Rotterdam>
Ekonomiska forskningsinstitutet <Stockholm>
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Temporal aggregation of multivariate GARCH processes
Hafner, Christian M.
(
contributor
)
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2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002186310
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Estimation of temporally aggregated multivariate GARCH models
Hafner, Christian M.
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002186338
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