Aggregation and marginalization of GARCH processes: some further results (Q478343)
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scientific article; zbMATH DE number 6376523
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| English | Aggregation and marginalization of GARCH processes: some further results |
scientific article; zbMATH DE number 6376523 |
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Aggregation and marginalization of GARCH processes: some further results (English)
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3 December 2014
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aggregation
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GARCH
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0.919485867023468
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0.919485867023468
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0.8706039786338806
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0.8227051496505737
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0.8205540776252747
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