Professor Kevin Dowd kevin.dowd@durham.ac.uk
Professor
Temporal Aggregation of GARCH Volatility Processes: A (Partial) Rehabilitation of the Square-Root Rule
Dowd, K.; Oliver, P.
Authors
P. Oliver
Citation
Dowd, K., & Oliver, P. (2007). Temporal Aggregation of GARCH Volatility Processes: A (Partial) Rehabilitation of the Square-Root Rule. Journal of Accounting and Finance, 5, 51-60
| Journal Article Type | Article |
|---|---|
| Online Publication Date | Apr 1, 2007 |
| Publication Date | Apr 1, 2007 |
| Deposit Date | Sep 13, 2024 |
| Journal | Journal of Accounting and Finance |
| Print ISSN | 2158-3625 |
| Publisher | North American Business Press |
| Peer Reviewed | Peer Reviewed |
| Volume | 5 |
| Pages | 51-60 |
| Public URL | https://durham-repository.worktribe.com/output/2863451 |
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