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Alexander, C. and Lazar, E. 
ORCID: https://orcid.org/0000-0002-8761-0754
(2004)
Time aggregation of normal mixture GARCH models.
In: Second international IASTED conference on financial engineering and applications, 8-10 November, 2004, Massachusetts Institute of Technology, Cambridge, USA.
| Item Type | Conference or Workshop Item (Paper) |
| URI | https://reading-clone.eprints-hosting.org/id/eprint/21262 |
| Item Type | Conference or Workshop Item |
| Refereed | Yes |
| Divisions | Henley Business School > Finance and Accounting |
| Uncontrolled Keywords | GARCH process, normal mixture, time aggregation |
| Download/View statistics | View download statistics for this item |
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