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 |
| ISBN-10 | : 2893823734 |
| ISBN-13 | : 9782893823737 |
| Rating | : 4/5 (737 Downloads) |
Book Synopsis Aggregations and Marginalization of GARCH and Stochastic Volatility Models by : Meddahi, Nour
Download or read book Aggregations and Marginalization of GARCH and Stochastic Volatility Models written by Meddahi, Nour and published by Montréal : Université de Montréal, Centre de recherche et développement en économique. This book was released on 1997 with total page 73 pages. Available in PDF, EPUB and Kindle. Book excerpt:
