Marginalization and contemporaneous aggregation in multivariate GARCH processes

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Name	CentER Discussion Paper
Volume	1993-12

Keywords

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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",

publisher = "Unknown Publisher",

type = "WorkingPaper",

institution = "Unknown Publisher",

}

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 -