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Causality and forecasting in temporally aggregated multivariate GARCH processes
Hafner, Christian M.
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The econometrics journal
12
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2009
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pp. 127-146
Persistent link: https://www.econbiz.de/10003841978
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Testing for linear autoregressive dynamics under heteroskedasticity
Hafner, Christian M.
;
Herwartz, Helmut
- In:
The econometrics journal
3
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2000
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pp. 177-197
Persistent link: https://www.econbiz.de/10001546181
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