Media type: E-Article Title: Estimation of temporally aggregated multivariate GARCH models Contributor: Hafner, Christian M.; Rombouts, Jeroen V. K. Published: Informa UK Limited, 2007 Published in: Journal of Statistical Computation and Simulation, 77 (2007) 8, Seite 629-650 Language: English DOI: 10.1080/10629360600616252 ISSN: 0094-9655; 1563-5163 Keywords: Applied Mathematics ; Statistics, Probability and Uncertainty ; Modeling and Simulation ; Statistics and Probability Origination: Footnote: