Marginalization and contemporaneous aggregation in multivariate GARCH processes
| Year of publication: |
1993
|
|---|---|
| Authors: | Nijman, Theo ; Sentana, E. |
| Institutions: | Tilburg University, Center for Economic Research |
| Subject: | Time Series | GARCH Models |
| Extent: | application/pdf |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | The text is part of a series CentER Discussion Paper Number 1993-12 |
| Source: |
Persistent link: https://www.econbiz.de/10011091119