Temporal aggregation of volatility models
Nour Meddahi; Eric Renault
| Year of publication: |
2004
|
|---|---|
| Authors: | Meddahi, Nour ; Renault, Eric |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 119.2004, 2, p. 355-379
|
| Subject: | ARCH-Modell | ARCH model | Stochastischer Prozess | Stochastic process | Volatilität | Volatility | Aggregation | Kapitaleinkommen | Capital income | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001956326