Non-stationary and no moments asymptotics for the ARCH model
Publikation: Working paper › Forskning
Standard
Non-stationary and no moments asymptotics for the ARCH model. / Jensen, Søren Tolver; Rahbek, Anders.
København, 2002. s. 1-6.Publikation: Working paper › Forskning
Harvard
Jensen, ST & Rahbek, A 2002 'Non-stationary and no moments asymptotics for the ARCH model' København, s. 1-6.
APA
Jensen, S. T., & Rahbek, A. (2002). Non-stationary and no moments asymptotics for the ARCH model. (s. 1-6).
Vancouver
Jensen ST, Rahbek A. Non-stationary and no moments asymptotics for the ARCH model. København. 2002, s. 1-6.
Author
Bibtex
@techreport{683a84d074c011dbbee902004c4f4f50,
title = "Non-stationary and no moments asymptotics for the ARCH model",
author = "Jensen, {S{\o}ren Tolver} and Anders Rahbek",
year = "2002",
language = "English",
pages = "1--6",
type = "WorkingPaper",
}
RIS
TY - UNPB
T1 - Non-stationary and no moments asymptotics for the ARCH model
AU - Jensen, Søren Tolver
AU - Rahbek, Anders
PY - 2002
Y1 - 2002
M3 - Working paper
SP - 1
EP - 6
BT - Non-stationary and no moments asymptotics for the ARCH model
CY - København
ER -
ID: 45219