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Temporal Aggregation of Garch Processes
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Temporal Aggregation of Garch Processes
Temporal Aggregation of Garch Processes
FD
Feike C. Drost
Feike C. Drost
TN
Theo E. Nijman
Theo E. Nijman
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1 July 1993
journal article
Published by
JSTOR
in
Econometrica
Vol. 61
(4)
,
909
https://doi.org/10.2307/2951767
Abstract
No abstract available
Cited by 437 articles