Temporal aggregation of multivariate GARCH processes

CM (Christian) Hafner

Research output: Book/Report/Inaugural speech/Farewell speechReportAcademic

Original languageUndefined/Unknown
Number of pages43
EditionEconometric Institute EI 2004-29
Publication statusPublished - 2004

Publication series

SeriesEconometric Institute
VolumeEI 2004-29

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