Extreme value theory for GARCH processes
Publikation: Bidrag til bog/antologi/rapport › Encyclopædiartikel › Forskning
Standard
Extreme value theory for GARCH processes. / Mikosch, Thomas Valentin.
Handbook of Financial Time Series. red. / Torben G. Andersen; Richard A. Davis; Jens-Peter Kreiss; Thomas Mikosch. Berlin, Heidelberg : Springer, 2009. s. 187-200.Publikation: Bidrag til bog/antologi/rapport › Encyclopædiartikel › Forskning
Harvard
Mikosch, TV 2009, Extreme value theory for GARCH processes. i TG Andersen, RA Davis, J-P Kreiss & T Mikosch (red), Handbook of Financial Time Series. Springer, Berlin, Heidelberg, s. 187-200.
APA
Mikosch, T. V. (2009). Extreme value theory for GARCH processes. I T. G. Andersen, R. A. Davis, J-P. Kreiss, & T. Mikosch (red.), Handbook of Financial Time Series (s. 187-200). Springer.
Vancouver
Mikosch TV. Extreme value theory for GARCH processes. I Andersen TG, Davis RA, Kreiss J-P, Mikosch T, red., Handbook of Financial Time Series. Berlin, Heidelberg: Springer. 2009. s. 187-200
Author
Bibtex
@inbook{248875e022c811de9f0a000ea68e967b,
title = "Extreme value theory for GARCH processes",
author = "Mikosch, {Thomas Valentin}",
year = "2009",
language = "English",
isbn = "978-3-540-71296-1",
pages = "187--200",
editor = "Andersen, {Torben G.} and Davis, {Richard A.} and Jens-Peter Kreiss and Thomas Mikosch",
booktitle = "Handbook of Financial Time Series",
publisher = "Springer",
address = "Switzerland",
}
RIS
TY - ENCYC
T1 - Extreme value theory for GARCH processes
AU - Mikosch, Thomas Valentin
PY - 2009
Y1 - 2009
M3 - Encyclopedia chapter
SN - 978-3-540-71296-1
SP - 187
EP - 200
BT - Handbook of Financial Time Series
A2 - Andersen, Torben G.
A2 - Davis, Richard A.
A2 - Kreiss, Jens-Peter
A2 - Mikosch, Thomas
PB - Springer
CY - Berlin, Heidelberg
ER -
ID: 11761024