Stable limits of martingale transforms with application to the estimation of Garch parameters

Research output: Working paper › Research

Standard

Stable limits of martingale transforms with application to the estimation of Garch parameters. / Mikosch, Thomas Valentin; Straumann, Daniel Yannik.

Københavns Universitet : H.C.Ø.-Tryk, 2003. p. 1-24.

Research output: Working paper › Research

Harvard

Mikosch, TV & Straumann, DY 2003 'Stable limits of martingale transforms with application to the estimation of Garch parameters' H.C.Ø.-Tryk, Københavns Universitet, pp. 1-24.

APA

Mikosch, T. V., & Straumann, D. Y. (2003). Stable limits of martingale transforms with application to the estimation of Garch parameters. (pp. 1-24). H.C.Ø.-Tryk.

Vancouver

Mikosch TV, Straumann DY. Stable limits of martingale transforms with application to the estimation of Garch parameters. Københavns Universitet: H.C.Ø.-Tryk. 2003, p. 1-24.

Author

Mikosch, Thomas Valentin ; Straumann, Daniel Yannik. / Stable limits of martingale transforms with application to the estimation of Garch parameters. Københavns Universitet : H.C.Ø.-Tryk, 2003. pp. 1-24

Bibtex

@techreport{f526d0f074c611dbbee902004c4f4f50,
title = "Stable limits of martingale transforms with application to the estimation of Garch parameters",
author = "Mikosch, {Thomas Valentin} and Straumann, {Daniel Yannik}",
year = "2003",
language = "English",
isbn = "87-7834-566-9",
pages = "1--24",
publisher = "H.C.{\O}.-Tryk",
type = "WorkingPaper",
institution = "H.C.{\O}.-Tryk",

}

RIS

TY - UNPB

T1 - Stable limits of martingale transforms with application to the estimation of Garch parameters

AU - Mikosch, Thomas Valentin

AU - Straumann, Daniel Yannik

PY - 2003

Y1 - 2003

M3 - Working paper

SN - 87-7834-566-9

SP - 1

EP - 24

BT - Stable limits of martingale transforms with application to the estimation of Garch parameters

PB - H.C.Ø.-Tryk

CY - Københavns Universitet

ER -

ID: 159817