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Contemporaneous aggregation of GARCH processes

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Title: Contemporaneous aggregation of GARCH processes
Authors: Zaffaroni, P
Item Type: Journal Article
Issue Date: 1-Jul-2007
Citation: J TIME SER ANAL Vol.( 28 ) No.( 4 ) pp 521 - 544
URI: http://hdl.handle.net/10044/1/646
Publisher Link: http://dx.doi.org/10.1111/j.1467-9892.2006.00522.x
DOI: 10.1111/j.1467-9892.2006.00522.x
ISSN: 0143-9782
Start Page: 521
End Page: 544
Copyright Statement: © 2006 Blackwell Publishing Ltd. The definitive version is available at www.blackwell-synergy.com
Volume: 28
Appears in Collections:Imperial College Business School