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~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~isPartOf:"The econometrics journal"
~person:"Hafner, Christian M."
~person:"Kirby, Chris"
~person:"Lanne, Markku"
~person:"McAleer, Michael"
~subject:"Multivariate analysis"
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Causality and forecasting in temporally aggregated multivariate GARCH processes
Hafner, Christian M.
- In:
The econometrics journal
12
(
2009
)
1
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pp. 127-146
Persistent link: https://www.econbiz.de/10003841978
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Fourth moment structure of multivariate GARCH models
Hafner, Christian M.
- In:
Journal of financial econometrics : official journal of …
1
(
2003
)
1
,
pp. 26-54
Persistent link: https://www.econbiz.de/10002220839
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