Marginalization and contemporaneous aggregation in multivariate GARCH processes
Author | : Theo Nijman |
Publisher | : |
Total Pages | : 28 |
Release | : 1994 |
ISBN-10 | : OCLC:1293363808 |
ISBN-13 | : |
Rating | : 4/5 (08 Downloads) |
Book Synopsis Marginalization and contemporaneous aggregation in multivariate GARCH processes by : Theo Nijman
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