Causality and forecasting in temporally aggregated multivariate GARCH processes (Q3566442)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Causality and forecasting in temporally aggregated multivariate GARCH processes |
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Causality and forecasting in temporally aggregated multivariate GARCH processes (English)
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8 June 2010
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causality in variance
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multivariate GARCH
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realized volatility
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temporal aggregation
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volatility forecasts
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