Temporal aggregation of GARCH processes

F.C. Drost, T.E. Nijman

Research output: Book/Report › Report

252 Downloads (Pure)
Original languageEnglish
PublisherUnknown Publisher
Volume144
Publication statusPublished - 1994

Publication series

NameReprint series / CentER for Economic Research
Volume144

Keywords

  • GARCH Models

Access to Document

    Cite this