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Contemporaneous aggregation of GARCH processes - MaRDI portal

Contemporaneous aggregation of GARCH processes (Q5430498)

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scientific article; zbMATH DE number 5220235
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English
Contemporaneous aggregation of GARCH processes
scientific article; zbMATH DE number 5220235

    Statements

    title
    Contemporaneous aggregation of GARCH processes (English)
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    author
    Paolo Zaffaroni
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    publication date
    16 December 2007
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    zbMATH Keywords
    long memory
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    limit theorems
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    stable distributions
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    weighted averages
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    Identifiers

    Mathematics Subject Classification ID
    62M10
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    62E20
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    60E07
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    60F05
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    62P05
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    zbMATH DE Number
    5220235
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    OpenAlex ID
    W2149787428
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