TEMPORAL AGGREGATION OF GARCH PROCESSES.
| Year of publication: |
1990
|
|---|---|
| Authors: | DROST, F.C. ; NIJMAN, T.E. |
| Institutions: | CentER for Economic Research, Universiteit van Tilburg |
| Subject: | economic models | heteroskedasticity |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | 27 pages |
| Source: |
Persistent link: https://www.econbiz.de/10005775453