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Marginalization and contemporaneous aggregation in multivariate GARCH processes

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  • Nijman, T.E.

    (Tilburg University, Center For Economic Research)

  • Sentana, E.

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Suggested Citation

  • Nijman, T.E. & Sentana, E., 1993. "Marginalization and contemporaneous aggregation in multivariate GARCH processes," Discussion Paper 1993-12, Tilburg University, Center for Economic Research.
    • Handle: RePEc:tiu:tiucen:395cb9d2-89a8-4cbf-923e-ced56d0ec33f
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