Whittle estimation in a heavy-tailed GARCH(1,1) model
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Standard
Whittle estimation in a heavy-tailed GARCH(1,1) model. / Mikosch, Thomas Valentin; Straumann, Daniel Yannik.
I: Stochastic Processes and Their Applications, Bind 100, Nr. 1-2, 2002, s. 187-222.Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt
Harvard
Mikosch, TV & Straumann, DY 2002, 'Whittle estimation in a heavy-tailed GARCH(1,1) model', Stochastic Processes and Their Applications, bind 100, nr. 1-2, s. 187-222.
APA
Mikosch, T. V., & Straumann, D. Y. (2002). Whittle estimation in a heavy-tailed GARCH(1,1) model. Stochastic Processes and Their Applications, 100(1-2), 187-222.
Vancouver
Mikosch TV, Straumann DY. Whittle estimation in a heavy-tailed GARCH(1,1) model. Stochastic Processes and Their Applications. 2002;100(1-2):187-222.
Author
Bibtex
@article{a0f6ae0074c211dbbee902004c4f4f50,
title = "Whittle estimation in a heavy-tailed GARCH(1,1) model",
author = "Mikosch, {Thomas Valentin} and Straumann, {Daniel Yannik}",
year = "2002",
language = "English",
volume = "100",
pages = "187--222",
journal = "Stochastic Processes and their Applications",
issn = "0304-4149",
publisher = "Elsevier BV * North-Holland",
number = "1-2",
}
RIS
TY - JOUR
T1 - Whittle estimation in a heavy-tailed GARCH(1,1) model
AU - Mikosch, Thomas Valentin
AU - Straumann, Daniel Yannik
PY - 2002
Y1 - 2002
M3 - Journal article
VL - 100
SP - 187
EP - 222
JO - Stochastic Processes and their Applications
JF - Stochastic Processes and their Applications
SN - 0304-4149
IS - 1-2
ER -
ID: 79153