[分享]Causality and forecasting in temporally aggregated multivariate GARCH proces

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Econometrics Journal  09年最新文章

7

Causality and forecasting in temporally aggregated multivariate GARCH processes 

317495.pdf (238.67 KB)

2009-4-21 01:23:00 上传

[分享]Causality and forecasting in temporally aggregated multivariate GARCH processes

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关键词：Multivariate Forecasting multivariat aggregated Aggregate GARCH Multivariate Forecasting Causality aggregated