Marginalization and Contemporaneous Aggregation in Multivariate Garch Proceses

Theo Nijman and Enrique Sentana

Working Papers from Centro de Estudios Monetarios Y Financieros-

Keywords: ECONOMETRICS; ECONOMIC MODELS (search for similar items in EconPapers)
Pages: 28 pages
Date: 1994
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Related works:
Journal Article: Marginalization and contemporaneous aggregation in multivariate GARCH processes (1996)
Working Paper: Marginalization and contemporaneous aggregation in multivariate GARCH processes (1996)
Working Paper: Marginalization and Contemporaneous Aggregation in Multivariate GARCH Processes (1994)
Working Paper: Marginalization and Contemporaneous Aggregation in Multivariate Garch Processes (1993)
Working Paper: Marginalization and contemporaneous aggregation in multivariate GARCH processes (1993)
Working Paper: Marginalization and contemporaneous aggregation in multivariate GARCH processes (1993)
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