Contemporaneous aggregation of GARCH processes (Q5430498)
From MaRDI portal
scientific article; zbMATH DE number 5220235
Language | Label | Description | Also known as |
---|---|---|---|
English | Contemporaneous aggregation of GARCH processes |
scientific article; zbMATH DE number 5220235 |
Statements
Contemporaneous aggregation of GARCH processes (English)
0 references
16 December 2007
0 references
long memory
0 references
limit theorems
0 references
stable distributions
0 references
weighted averages
0 references
0 references
0 references