Temporal aggregation of GARCH processes

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@article{0642fb61c7f44281b4844f32b23f2f9c,

title = "Temporal aggregation of GARCH processes",

author = "F.C. Drost and T.E. Nijman",

note = "Pagination: 19",

year = "1993",

language = "English",

volume = "61",

pages = "909--927",

journal = "Econometrica",

issn = "0012-9682",

publisher = "Wiley-Blackwell Publishing Ltd",

number = "4",

}