Temporal aggregation of GARCH processes
| Year of publication: |
1993
|
|---|---|
| Authors: | Drost, F.C. ; Nijman, T.E. |
| Institutions: | Tilburg University, School of Economics and Management |
| Extent: | application/pdf |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | Published in Econometrica (1993), v.61, nr.4, p.909-927 |
| Source: |
Persistent link: https://www.econbiz.de/10011088049