Temporal aggregation of GARCH processes
type: Book
type: CreativeWork
type: ProductModel
issued: 1990
about: p075658666
author: p07548160X
author: p072966599
contributor: p070656150
language: en
is part of: p056809239
main entity of page: https://data.bibliotheken.nl/.well-known/genid/ee72edb18aced6b164626164362f4ce5
number of pages: 27
label: Temporal aggregation of GARCH processes / by Feike C. Drost and Theo E. Nijman