Temporal aggregation of GARCH processes

Feike C. Drost () and T.E. Nijman
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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: 1990
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Citations: View citations in EconPapers (8)

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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 (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)
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