Issues of aggregation over time of conditional heteroscedastic volatility models: What kind of diffusion do we recover?

Studies in Nonlinear Dynamics and Econometrics

Volumn 10, Issue 4, 2006, Pages

  Trifi, Amine ^a  

^a UNIVERSITÉ PARIS 1 PANTHÉON SORBONNE   (France)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 33846233107     PISSN: 10811826     EISSN: 15583708     Source Type: Journal    
DOI: 10.2202/1558-3708.1314     Document Type: Article

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