Temporal aggregation of GARCH processes

Research output: Working paperDiscussion paperOther research output

1214 Downloads (Pure)
Original languageEnglish
PublisherUnknown Publisher
Number of pages21
Volume1992-40
Publication statusPublished - 1992

Publication series

NameCentER Discussion Paper
Volume1992-40

Keywords

  • GARCH Models
  • econometrics

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