Marginalization and Contemporaneous Aggregation in Multivariate Garch Processes.
| Year of publication: |
1993
|
|---|---|
| Authors: | Nijman, T. ; Sentana, E. |
| Institutions: | CentER for Economic Research, Universiteit van Tilburg |
| Subject: | econometrics | econometric models |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | 23 pages |
| Source: |
Persistent link: https://www.econbiz.de/10005474639