Estimation of temporally aggregated multivariate GARCH models
Hafner, Christian M., Rombouts, Jeroen V. K.Том:
77
Мова:
english
Журнал:
Journal of Statistical Computation and Simulation
DOI:
10.1080/10629360600616252
Date:
August, 2007
Файл:
PDF, 251 KB
english, 2007