Marginalization and contemporaneous aggregation in multivariate GARCH processes / by Theo Nijman and Enrique Sentana
type: Book
type: CreativeWork
type: ProductModel
issued: 1993
about: p075658666
author: p070656150
author: p07548160X
contributor: p075036657
language: en
is part of: p056809239
main entity of page: https://data.bibliotheken.nl/.well-known/genid/dde44bc2a9277bb4630c7bd688276998
name: Marginalization and contemporaneous aggregation in multivariate GARCH processes
number of pages: 23