Marginalization and contemporaneous aggregation in multivariate GARCH processes

T.E. Nijman and Enrique Sentana
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T.E. Nijman: Tilburg University, School of Economics and Management

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

Date: 1996
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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 (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)
Working Paper: Marginalization and contemporaneous aggregation in multivariate GARCH processes (1993)
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