Marginalization and contemporaneous aggregation in multivariate GARCH processes

T.E. Nijman, E. Sentana

Research output: Contribution to journalArticleScientificpeer-review

39 Citations (Scopus)
241 Downloads (Pure)
Original languageEnglish
Pages (from-to)71-87
Number of pages17
JournalJournal of Econometrics
Volume71
Publication statusPublished - 1996

Cite this