Marginalization and contemporaneous aggregation in multivariate GARCH processes / by Theo Nijman and Enrique Sentana
| rdfs:label | "Marginalization and contemporaneous aggregation in multivariate GARCH processes / by Theo Nijman and Enrique Sentana" |
| schema:name | "Marginalization and contemporaneous aggregation in multivariate GARCH processes" |
| schema:author | Nijman, Theodoor Evert |
| Center for Economic Research (Tilburg) | |
| schema:contributor | Sentana, Enrique |
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schema:same |
<http:/ |
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schema:main |
<https:/ |
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http:/ |
"1993" |
| schema:about | econometrische modellen |
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schema:in |
"en" |
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schema:is |
Discussion paper / Center for Economic Research |
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schema:number |
23 |
| schema:publication |
<https:/ |