Temporal aggregation of GARCH processes

Feike C. Drost () and T.E. Nijman
Additional contact information
T.E. Nijman: Tilburg University, School of Economics and Management

Other publications TiSEM from Tilburg University, School of Economics and Management

Date: 1993
References: Add references at CitEc
Citations: View citations in EconPapers (325)

Downloads: (external link)
https://repository.tilburguniversity.edu/bitstream ... 8287daf6d3d/download (application/pdf)

Related works:
Working Paper: Temporal aggregation of GARCH processes (1994)
Journal Article: Temporal Aggregation of GARCH Processes (1993)
Working Paper: Temporal Aggregation of Garch Processes (1992)
Working Paper: Temporal aggregation of GARCH processes (1992)
Working Paper: Temporal aggregation of GARCH processes (1992)
Working Paper: TEMPORAL AGGREGATION OF GARCH PROCESSES (1990)
Working Paper: Temporal aggregation of GARCH processes (1990)
Working Paper: Temporal aggregation of GARCH processes (1990)
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:tiu:tiutis:0642fb61-c7f4-4281-b484-4f32b23f2f9c

Access Statistics for this paper

More papers in Other publications TiSEM from Tilburg University, School of Economics and Management
Bibliographic data for series maintained by Richard Broekman ().