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: 1994
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Related works:
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) 
Working Paper: Temporal aggregation of GARCH processes (1990) 
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