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~institution:"Centro de Estudios Monetarios y Financieros (CEMFI)"
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Nijman, T.
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Sentana, E.
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Centro de Estudios Monetarios y Financieros (CEMFI)
Erasmus Research Institute of Management
295
Tilburg University, Center for Economic Research
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Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
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Centro de Estudios Monetarios Y Financieros-
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Marginalization and Contemporaneous Aggregation in Multivariate Garch Proceses.
Nijman, T.
;
Sentana, E.
-
Centro de Estudios Monetarios y Financieros (CEMFI)
-
1994
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