Temporal aggregation of GARCH processes

Research output: Chapter in Book/Report/Conference proceedingChapterProfessional

Original languageEnglish
Title of host publicationARCH
Subtitle of host publicationSelected readings
EditorsR.F. Engle
Place of PublicationOxford
PublisherOxford University Press
Pages221-240
Number of pages20
ISBN (Print)0198774311
Publication statusPublished - 1995
Externally publishedYes

Publication series

NameAdvanced texts in econometrics

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