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Journal articles (2007), Journal of Statistical Computation and Simulation, 77 (8), pp. 629-650

Estimation of Temporally Aggregated Multivariate GARCH Models

HAFNER Christian, Rombouts Jeroen

HAFNER, C. and ROMBOUTS, J. (2007). Estimation of Temporally Aggregated Multivariate GARCH Models. Journal of Statistical Computation and Simulation, 77(8), pp. 629-650.