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Contemporaneous Aggregation of GARCH Processes
File(s)
Author(s)
Zaffaroni, P
Type
Journal Article
Date Issued
2006
Citation
Journal of Time Series Analysis, 2006, 28 (4), pp.521-544
URI
URL
DOI
ISSN
0143-9782
Publisher
Blackwell Publishing Ltd
Start Page
521
End Page
544
Journal / Book Title
Journal of Time Series Analysis
Volume
28
Issue
4
Copyright Statement
© 2006 Blackwell Publishing Ltd. The definitive version is available at www.blackwell-synergy.com
License URL
Source Volume Number
28