Temporal aggregation of ARCH processes and the distribution of asset returns
| Year of publication: |
1986
|
|---|---|
| Authors: | Diebold, Francis X. |
| Institutions: | Federal Reserve Board (Board of Governors of the Federal Reserve System) |
| Subject: | Economics | Time-series analysis |
| Series: | |
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| Type of publication: | Book / Working Paper |
| Notes: | Number 200 |
| Source: |
Persistent link: https://www.econbiz.de/10005724061