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Temporal aggregation of GARCH processes

Drost,F.C.
; 
Nijman,T.E.
Abstract
Description
Pagination: 27
Date
1990
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Journal ISSN
Volume Title
Publisher
Unknown Publisher
Collections
Tilburg University Research Output Collection
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TEMPORA1.PDF
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FCDTEN5618323.pdf
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Keywords
GARCH Models, econometrics
Citation
Drost, F C & Nijman, T E 1990 'Temporal aggregation of GARCH processes' CentER Discussion Paper, vol. 1990-66, Unknown Publisher.
URI
https://hdl.handle.net/20.500.14602/27060
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