Hafner, Christian M <br/><br/>
Causality and forecasting in temporally aggregated multivariate GARCH processes 
 2009 

 -  2009 
 - 127-146  V.  12  Issue.   1 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Econometrics
<br/><br/><label>Subjects--Index Terms: </label>Causality in variance;Multivariate GARCH;Realized volatility;Temporal aggregation;Volatility forecasts;