00828nam0-22002771i-450-99000395876040332120080218172628.0000395876FED01000395876(Aleph)000395876FED0100039587620030910d2002----km-y0itay50------baengITContemporaneous aggregation of GARCH processesby Paolo ZaffaroniRomaBanca d'Italia200252 p.30 cmTemi di discussione del Servizio studiBanca d'Italia449Zaffaroni,Paolo146921ITUNINARICAUNIMARCBK990003958760403321DocBdI/TD/449s.n.345/449SESSESContemporaneous aggregation of GARCH processes513029UNINA