Nour Meddahi

University of Montreal - Department of Economics

C.P. 6128, succursale Centre-Ville

Montreal, Quebec H3C 3J7

Canada

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GARCH and Irregularly Spaced Data

CentER Working Paper No. 2003-27

Posted: 26 May 2004

Nour Meddahi, Eric Renault and Bas J. M. Werker

University of Montreal - Department of Economics, University of North Carolina (UNC) at Chapel Hill - Department of Economics and Tilburg University - Center for Economic Research (CentER)

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