Marginalization and contemporaneous aggregation in multivariate GARCH processes / by Theo Nijman and Enrique Sentana - Nederlandse Bibliografie Totaal (NBT) - Fedor - Netwerk Digitaal Erfgoed

Marginalization and contemporaneous aggregation in multivariate GARCH processes / by Theo Nijman and Enrique Sentana

Marginalization and contemporaneous aggregation in multivariate GARCH processes / by Theo Nijman and Enrique Sentana

http://data.bibliotheken.nl/id/nbt/p106582879

511417455dd1c2856fa81e9031e7bef2

mainEntity

Marginalization and contemporaneous aggregation in multivariate GARCH processes / by Theo Nijman and Enrique Sentana

http://data.bibliotheken.nl/id/nbt/p106582879

about

author

contributor

inLanguage

en

http://www.w3.org/2001/XMLSchema#string

isPartOf

Discussion paper / Center for Economic Research

mainEntityOfPage

511417455dd1c2856fa81e9031e7bef2

name

Marginalization and contemporaneous aggregation in multivariate GARCH processes

http://www.w3.org/2001/XMLSchema#string

numberOfPages

23

http://www.w3.org/2001/XMLSchema#integer

publication

79ab7749ba0658c14e1ac8ab881008be

sameAs

type

label

Marginalization and contempora ...... heo Nijman and Enrique Sentana

http://www.w3.org/2001/XMLSchema#string