Marginalization and contemporaneous aggregation in multivariate GARCH processes

T.E. Nijman, E. Sentana

Research output: Contribution to journalArticleScientificpeer-review

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

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