Temporal aggregation of multivariate GARCH processes (Q290974)
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scientific article; zbMATH DE number 6589316
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Temporal aggregation of multivariate GARCH processes |
scientific article; zbMATH DE number 6589316 |
Statements
Temporal aggregation of multivariate GARCH processes (English)
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3 June 2016
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multivariate GARCH
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weak GARCH
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temporal aggregation
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