Temporal aggregation of GARCH processes

Research output: Book/ReportReportProfessional

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

Publication series

NameReprint series / CentER for Economic Research
Volume144

Keywords

  • GARCH Models

Cite this

Drost, F. C., & Nijman, T. E. (1994). Temporal aggregation of GARCH processes. (Reprint series / CentER for Economic Research; Vol. 144). Unknown Publisher.
Drost, F.C. ; Nijman, T.E. / Temporal aggregation of GARCH processes. Unknown Publisher, 1994. (Reprint series / CentER for Economic Research).
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title = "Temporal aggregation of GARCH processes",
keywords = "GARCH Models",
author = "F.C. Drost and T.E. Nijman",
year = "1994",
language = "English",
volume = "144",
series = "Reprint series / CentER for Economic Research",
publisher = "Unknown Publisher",

}

Drost, FC & Nijman, TE 1994, Temporal aggregation of GARCH processes. Reprint series / CentER for Economic Research, vol. 144, vol. 144, Unknown Publisher.

Temporal aggregation of GARCH processes. / Drost, F.C.; Nijman, T.E.

Unknown Publisher, 1994. (Reprint series / CentER for Economic Research; Vol. 144).

Research output: Book/ReportReportProfessional

TY - BOOK

T1 - Temporal aggregation of GARCH processes

AU - Drost, F.C.

AU - Nijman, T.E.

PY - 1994

Y1 - 1994

KW - GARCH Models

M3 - Report

VL - 144

T3 - Reprint series / CentER for Economic Research

BT - Temporal aggregation of GARCH processes

PB - Unknown Publisher

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Drost FC, Nijman TE. Temporal aggregation of GARCH processes. Unknown Publisher, 1994. (Reprint series / CentER for Economic Research).