Asomptotic Inference for Nonstationary Garch

Søren Tolver Jensen, Anders Rahbek

Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › peer review

136 Citationer (Scopus)

Citationsformater

@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",

}