Temporal aggregation of GARCH processes / by Feike C. Drost and Theo E. Nijman
| rdfs:label | "Temporal aggregation of GARCH processes / by Feike C. Drost and Theo E. Nijman" |
| schema:name | "Temporal aggregation of GARCH processes" |
| schema:author | Center for Economic Research (Tilburg) |
| Drost, Feike Cornelis (1959-) | |
| schema:contributor | Nijman, Theodoor Evert |
|
schema:same |
<http:/ |
|
schema:main |
<https:/ |
|
http:/ |
"1990" |
| schema:about | econometrische modellen |
|
schema:in |
"en" |
|
schema:is |
Discussion paper / Center for Economic Research |
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schema:number |
27 |
| schema:publication |
<https:/ |