On the intra-daily performance of GARCH processes

Dominique M. Guillaume, Olivier V. Pictet and Michel Dacorogna

No 1994-07-31, Working Papers from Olsen and Associates

References: Add references at CitEc
Citations: View citations in EconPapers (9)

Downloads: (external link)
http://www.olsen.ch/research/309_garch_aggregation.ps.zip (application/postscript)
Our link check indicates that this URL is bad, the error code is: 500 Can't connect to www.olsen.ch:80 (No such host is known. )

Related works:
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:wop:olaswp:_001

Access Statistics for this paper

More papers in Working Papers from Olsen and Associates Contact information at EDIRC.
Bibliographic data for series maintained by Thomas Krichel ().