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~institution:"Boston College / Department of Economics"
~institution:"Econometrisch Instituut <Rotterdam>"
~subject:"Schätztheorie"
~subject:"USA"
~type:"book"
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Temporal aggregation of multivariate GARCH processes
Hafner, Christian M.
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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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3
Long-memory forecasting of U.S. monetary indices
Barkoulas, John T.
(
contributor
); …
-
2003
Persistent link: https://www.econbiz.de/10002908186
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4
Bayes estimates of Markov trends in possibly cointegrated series : an application to US consumption and income
Paap, Richard
(
contributor
);
Dijk, Herman K. van
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001722263
Saved in:
5
Inflation rates : Long-memory, level shifts, or both?
Hyung, Namwon
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001678722
Saved in:
6
Common large innovations across nonlinear time series
Paap, Richard
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001678726
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