Estimation of temporally aggregated multivariate GARCH models (Q5433115)
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scientific article; zbMATH DE number 5221758
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of temporally aggregated multivariate GARCH models |
scientific article; zbMATH DE number 5221758 |
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Estimation of temporally aggregated multivariate GARCH models (English)
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19 December 2007
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multivariate GARCH
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temporal aggregation
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weak GARCH
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tables
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