✦ LIBER ✦

Aggregation and marginalization of GARCH processes: some further results

✍ Scribed by Giacomo Sbrana

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Marginalization and contemporaneous aggr

✍ Theo Nijman; Enrique Sentana 📂 Article 📅 1996 🏛 Elsevier Science 🌐 English ⚖ 1023 KB

Temporal Aggregation of Garch Processes

✍ Drost, Feike C.; Nijman, Theo E. 📂 Article 📅 1993 🏛 John Wiley and Sons 🌐 English ⚖ 397 KB

Contemporaneous aggregation of GARCH pro

✍ Paolo Zaffaroni 📂 Article 📅 2007 🏛 John Wiley and Sons 🌐 English ⚖ 660 KB

Stationarity of Garch processes and of s

✍ Philippe Bougerol; Nico Picard 📂 Article 📅 1992 🏛 Elsevier Science 🌐 English ⚖ 636 KB

Aggregation of random parameters Ornstei

✍ Georges Oppenheim; Marie-Claude Viano 📂 Article 📅 2004 🏛 John Wiley and Sons 🌐 English ⚖ 166 KB

An econometric estimation of the aggrega

✍ Islam *, Anisul M.; Kabir Hassan, M. 📂 Article 📅 2004 🏛 Taylor and Francis Group 🌐 English ⚖ 118 KB