Marginalization and contemporaneous aggregation in multivariate GARCH processes
Theo Nijman ; Enrique Sentana
| Year of publication: |
1996
|
|---|---|
| Authors: | Nijman, Theodore E. |
| Other Persons: | Sentana, Enrique (contributor) |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 71.1996, 1, p. 71-87
|
| Subject: | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Aggregation | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001194742