Change of structure in financial time series and the GARCH model
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Standard
Change of structure in financial time series and the GARCH model. / Mikosch, Thomas Valentin; Starica, Catalin.
I: Revstat Statistical Journal, Bind 2, 2004, s. 16-41.Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt
Harvard
Mikosch, TV & Starica, C 2004, 'Change of structure in financial time series and the GARCH model', Revstat Statistical Journal, bind 2, s. 16-41.
APA
Mikosch, T. V., & Starica, C. (2004). Change of structure in financial time series and the GARCH model. Revstat Statistical Journal, 2, 16-41.
Vancouver
Mikosch TV, Starica C. Change of structure in financial time series and the GARCH model. Revstat Statistical Journal. 2004;2:16-41.
Author
Bibtex
@article{4976246022c311de9f0a000ea68e967b,
title = "Change of structure in financial time series and the GARCH model",
abstract = "Udgivelsesdato: 2004",
author = "Mikosch, {Thomas Valentin} and Catalin Starica",
year = "2004",
language = "English",
volume = "2",
pages = "16--41",
journal = "Revstat Statistical Journal",
issn = "1645-6726",
publisher = "Instituto Nacional de Estatistica",
}
RIS
TY - JOUR
T1 - Change of structure in financial time series and the GARCH model
AU - Mikosch, Thomas Valentin
AU - Starica, Catalin
PY - 2004
Y1 - 2004
N2 - Udgivelsesdato: 2004
AB - Udgivelsesdato: 2004
M3 - Journal article
VL - 2
SP - 16
EP - 41
JO - Revstat Statistical Journal
JF - Revstat Statistical Journal
SN - 1645-6726
ER -
ID: 11760946