Aggregations and Marginalization of GARCH and Stochastic Volatility Models

Aggregations and Marginalization of GARCH and Stochastic Volatility Models
Author :
Publisher : Montréal : Université de Montréal, Centre de recherche et développement en économique
Total Pages : 73
Release :
ISBN-10 : 2893823734
ISBN-13 : 9782893823737
Rating : 4/5 (34 Downloads)

Book Synopsis Aggregations and Marginalization of GARCH and Stochastic Volatility Models by : Meddahi, Nour

Download or read book Aggregations and Marginalization of GARCH and Stochastic Volatility Models written by Meddahi, Nour and published by Montréal : Université de Montréal, Centre de recherche et développement en économique. This book was released on 1997 with total page 73 pages. Available in PDF, EPUB and Kindle. Book excerpt:


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