Non-stationarities in financial time series, the long-rangedependence and the IGARCH effects
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Standard
Non-stationarities in financial time series, the long-rangedependence and the IGARCH effects. / Mikosch, Thomas Valentin; Starica, Catalin.
I: Review of Economics and Statistics, Bind 86, 2004, s. 378--390.Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt
Harvard
Mikosch, TV & Starica, C 2004, 'Non-stationarities in financial time series, the long-rangedependence and the IGARCH effects', Review of Economics and Statistics, bind 86, s. 378--390.
APA
Mikosch, T. V., & Starica, C. (2004). Non-stationarities in financial time series, the long-rangedependence and the IGARCH effects. Review of Economics and Statistics, 86, 378--390.
Vancouver
Mikosch TV, Starica C. Non-stationarities in financial time series, the long-rangedependence and the IGARCH effects. Review of Economics and Statistics. 2004;86:378--390.
Author
Bibtex
@article{c0b34ef022c211de9f0a000ea68e967b,
title = "Non-stationarities in financial time series, the long-rangedependence and the IGARCH effects",
abstract = "Udgivelsesdato: 2004",
author = "Mikosch, {Thomas Valentin} and Catalin Starica",
year = "2004",
language = "English",
volume = "86",
pages = "378----390",
journal = "Review of Economics and Statistics",
issn = "0034-6535",
publisher = "MIT Press",
}
RIS
TY - JOUR
T1 - Non-stationarities in financial time series, the long-rangedependence and the IGARCH effects
AU - Mikosch, Thomas Valentin
AU - Starica, Catalin
PY - 2004
Y1 - 2004
N2 - Udgivelsesdato: 2004
AB - Udgivelsesdato: 2004
M3 - Journal article
VL - 86
SP - 378
EP - 390
JO - Review of Economics and Statistics
JF - Review of Economics and Statistics
SN - 0034-6535
ER -
ID: 11760931