Binay Kumar Ray

Indira Gandhi Institute of Development Research (IGIDR) - Development Research

Gen A.K. Vaidya Marg Santoshnagar

Goregaon (East)

Mumbai, Maharashtra 400065

India

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A Study of the Temporal Aggregation of GARCH Model

Number of pages: 8 Posted: 10 Nov 2003

Binay Kumar Ray

Indira Gandhi Institute of Development Research (IGIDR) - Development Research

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