Temporal aggregation of GARCH processes

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Name	CentER Discussion Paper
Volume	1992-40

Keywords

@techreport{afe8fdcf5f8344b58da358fda100ffa9,

title = "Temporal aggregation of GARCH processes",

keywords = "GARCH Models, econometrics",

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

note = "Pagination: 21",

year = "1992",

language = "English",

volume = "1992-40",

series = "CentER Discussion Paper",

publisher = "Unknown Publisher",

type = "WorkingPaper",

institution = "Unknown Publisher",

}