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~isPartOf:"De economist : quarterly review of the Royal Netherlands Economic Association"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~subject:"Time series analysis"
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De economist : quarterly review of the Royal Netherlands Economic Association
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Marginalization and contemporaneous aggregation in multivariate GARCH processes
Nijman, Theodore E.
- In:
Journal of econometrics
71
(
1996
)
1
,
pp. 71-87
Persistent link: https://www.econbiz.de/10001194742
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