Aggregations and Marginalization of GARCH and Stochastic Volatility Models

Aggregations and Marginalization of GARCH and Stochastic Volatility Models
Author: Meddahi, Nour
Publisher: Montréal : Université de Montréal, Centre de recherche et développement en économique
Total Pages: 73
Release: 1997
Genre:
ISBN: 9782893823737


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