Marginalization and Contemporaneous Aggregation in Multivariate Garch Processes

Theo Nijman and Enrique Sentana

Working Papers from Tilburg - Center for Economic Research

Keywords: econometrics; econometric models (search for similar items in EconPapers)
Pages: 23 pages
Date: 1993
References: Add references at CitEc
Citations: View citations in EconPapers (6)

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

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 Proceses (1994)
Working Paper: Marginalization and contemporaneous aggregation in multivariate GARCH processes (1993)
Working Paper: Marginalization and contemporaneous aggregation in multivariate GARCH processes (1993)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:fth:tilbur:9312

Access Statistics for this paper

More papers in Working Papers from Tilburg - Center for Economic Research TILBURG UNIVERSITY, CENTER FOR ECONOMIC RESEARCH, 5000 LE TILBURG THE NETHERLANDS.. Contact information at EDIRC.
Bibliographic data for series maintained by Thomas Krichel ().