Temporal aggregation of volatility models
Year of publication: |
2004
|
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Authors: | Meddahi, Nour ; Renault, Eric |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 119.2004, 2, p. 355-379
|
Subject: | ARCH-Modell | ARCH model | Stochastischer Prozess | Stochastic process | Volatilität | Volatility | Aggregation | Kapitaleinkommen | Capital income | Theorie | Theory |
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