| Original language | English |
|---|---|
| Publisher | Unknown Publisher |
| Number of pages | 23 |
| Volume | 1993-12 |
| Publication status | Published - 1993 |
Publication series
| Name | CentER Discussion Paper |
|---|---|
| Volume | 1993-12 |
Keywords
- Time Series
- GARCH Models
Cite this
Nijman, T. E., & Sentana, E. (1993). Marginalization and contemporaneous aggregation in multivariate GARCH processes. (CentER Discussion Paper; Vol. 1993-12). Unknown Publisher.
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title = "Marginalization and contemporaneous aggregation in multivariate GARCH processes",
keywords = "Time Series, GARCH Models",
author = "T.E. Nijman and E. Sentana",
note = "Pagination: 23",
year = "1993",
language = "English",
volume = "1993-12",
series = "CentER Discussion Paper",
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type = "WorkingPaper",
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Nijman, TE & Sentana, E 1993 'Marginalization and contemporaneous aggregation in multivariate GARCH processes' CentER Discussion Paper, vol. 1993-12, Unknown Publisher.
Marginalization and contemporaneous aggregation in multivariate GARCH processes. / Nijman, T.E.; Sentana, E.
Unknown Publisher, 1993. (CentER Discussion Paper; Vol. 1993-12).Research output: Working paper › Discussion paper › Other research output
TY - UNPB
T1 - Marginalization and contemporaneous aggregation in multivariate GARCH processes
AU - Nijman, T.E.
AU - Sentana, E.
N1 - Pagination: 23
PY - 1993
Y1 - 1993
KW - Time Series
KW - GARCH Models
M3 - Discussion paper
VL - 1993-12
T3 - CentER Discussion Paper
BT - Marginalization and contemporaneous aggregation in multivariate GARCH processes
PB - Unknown Publisher
ER -
Nijman TE, Sentana E. Marginalization and contemporaneous aggregation in multivariate GARCH processes. Unknown Publisher. 1993. (CentER Discussion Paper).