| 000 | 00597nam a2200181Ia 4500 | ||
|---|---|---|---|
| 008 | 100324s9999 xx 000 0 und d | ||
| 100 | _aHafner, Christian M | ||
| 240 | _aEconometrics Journal (3 Issues per Annualy) | ||
| 245 | _aCausality and forecasting in temporally aggregated multivariate GARCH processes | ||
| 246 | _f2009 | ||
| 260 | _c2009 | ||
| 300 |
_bV. 12 _cIssue. 1 _a127-146 |
||
| 366 | _b2009 | ||
| 366 | _bMarch | ||
| 650 | _aEconometrics | ||
| 653 | _aCausality in variance;Multivariate GARCH;Realized volatility;Temporal aggregation;Volatility forecasts; | ||
| 942 | _cJA | ||
| 999 |
_c43075 _d43075 |
||