Estimation of temporally aggregated multivariate GARCH models (Q5433115)
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scientific article; zbMATH DE number 5221758
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| default for all languages | No label defined |
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| 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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0.8269920945167542
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0.8269920945167542
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0.8239718079566956
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0.8014653921127319
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0.7987326979637146
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