Asomptotic Inference for Nonstationary Garch

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Standard

Asomptotic Inference for Nonstationary Garch. / Jensen, Søren Tolver; Rahbek, Anders.

I: Econometric Theory, Bind 20, Nr. 6, 2004, s. 1203-1226.

Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt

Harvard

Jensen, ST & Rahbek, A 2004, 'Asomptotic Inference for Nonstationary Garch', Econometric Theory, bind 20, nr. 6, s. 1203-1226.

APA

Jensen, S. T., & Rahbek, A. (2004). Asomptotic Inference for Nonstationary Garch. Econometric Theory, 20(6), 1203-1226.

Vancouver

Jensen ST, Rahbek A. Asomptotic Inference for Nonstationary Garch. Econometric Theory. 2004;20(6):1203-1226.

Author

Jensen, Søren Tolver ; Rahbek, Anders. / Asomptotic Inference for Nonstationary Garch. I: Econometric Theory. 2004 ; Bind 20, Nr. 6. s. 1203-1226.

Bibtex

@article{6f408b6074c211dbbee902004c4f4f50,
title = "Asomptotic Inference for Nonstationary Garch",
author = "Jensen, {S{\o}ren Tolver} and Anders Rahbek",
year = "2004",
language = "English",
volume = "20",
pages = "1203--1226",
journal = "Econometric Theory",
issn = "0266-4666",
publisher = "Cambridge University Press",
number = "6",

}

RIS

TY - JOUR

T1 - Asomptotic Inference for Nonstationary Garch

AU - Jensen, Søren Tolver

AU - Rahbek, Anders

PY - 2004

Y1 - 2004

M3 - Journal article

VL - 20

SP - 1203

EP - 1226

JO - Econometric Theory

JF - Econometric Theory

SN - 0266-4666

IS - 6

ER -

ID: 74875