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Marginalization and contemporaneous aggregation in multivariate GARCH processes
Nijman, Theodore E.
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Journal of econometrics
71
(
1996
)
1
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pp. 71-87
Persistent link: https://www.econbiz.de/10001194742
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Testing affine term structure models in case of transaction costs
Driessen, Joost
;
Melenberg, Bertrand
;
Nijman, Theodore E.
- In:
Journal of econometrics
126
(
2005
)
1
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pp. 201-232
Persistent link: https://www.econbiz.de/10002538651
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