Asymptotic Normality for Non-Stationary, Explosive GARCH

Publikation: Working paper › Forskning

Standard

Asymptotic Normality for Non-Stationary, Explosive GARCH. / Jensen, Søren Tolver; Rahbek, Anders.

Københavns Universitet, 2003. s. 1-22.

Publikation: Working paper › Forskning

Harvard

Jensen, ST & Rahbek, A 2003 'Asymptotic Normality for Non-Stationary, Explosive GARCH' Københavns Universitet, s. 1-22.

APA

Jensen, S. T., & Rahbek, A. (2003). Asymptotic Normality for Non-Stationary, Explosive GARCH. (s. 1-22).

Vancouver

Jensen ST, Rahbek A. Asymptotic Normality for Non-Stationary, Explosive GARCH. Københavns Universitet. 2003, s. 1-22.

Author

Jensen, Søren Tolver ; Rahbek, Anders. / Asymptotic Normality for Non-Stationary, Explosive GARCH. Københavns Universitet, 2003. s. 1-22

Bibtex

@techreport{5f99f63074c011dbbee902004c4f4f50,
title = "Asymptotic Normality for Non-Stationary, Explosive GARCH",
author = "Jensen, {S{\o}ren Tolver} and Anders Rahbek",
year = "2003",
language = "English",
pages = "1--22",
type = "WorkingPaper",

}

RIS

TY - UNPB

T1 - Asymptotic Normality for Non-Stationary, Explosive GARCH

AU - Jensen, Søren Tolver

AU - Rahbek, Anders

PY - 2003

Y1 - 2003

M3 - Working paper

SP - 1

EP - 22

BT - Asymptotic Normality for Non-Stationary, Explosive GARCH

CY - Københavns Universitet

ER -

ID: 44795