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Temporal Aggregation of Garch Processes

✍ Scribed by Drost, Feike C.; Nijman, Theo E.

Book ID: 111923610
Publisher: John Wiley and Sons
Year: 1993
Tongue: English
Weight: 397 KB
Volume: 61
Category: Article
ISSN: 0012-9682
DOI: 10.2307/2951767

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