Marginalization and Contemporaneous Aggregation in Multivariate Garch Proceses.
| Year of publication: |
1994
|
|---|---|
| Authors: | Nijman, T. ; Sentana, E. |
| Institutions: | Centro de Estudios Monetarios y Financieros (CEMFI) |
| Subject: | ECONOMETRICS | ECONOMIC MODELS |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | 28 pages |
| Source: |
Persistent link: https://www.econbiz.de/10005475095