Marginalization and contemporaneous aggregation in multivariate GARCH processes
| Year of publication: |
1996
|
|---|---|
| Authors: | Nijman, Theo ; Sentana, Enrique |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 71.1996, 1-2, p. 71-87
|
| Publisher: |
Elsevier |