Change of structure in financial time series and the GARCH model

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Standard

Change of structure in financial time series and the GARCH model. / Mikosch, Thomas Valentin; Starica, Catalin.

I: Revstat Statistical Journal, Bind 2, 2004, s. 16-41.

Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt

Harvard

Mikosch, TV & Starica, C 2004, 'Change of structure in financial time series and the GARCH model', Revstat Statistical Journal, bind 2, s. 16-41.

APA

Mikosch, T. V., & Starica, C. (2004). Change of structure in financial time series and the GARCH model. Revstat Statistical Journal, 2, 16-41.

Vancouver

Mikosch TV, Starica C. Change of structure in financial time series and the GARCH model. Revstat Statistical Journal. 2004;2:16-41.

Author

Mikosch, Thomas Valentin ; Starica, Catalin. / Change of structure in financial time series and the GARCH model. I: Revstat Statistical Journal. 2004 ; Bind 2. s. 16-41.

Bibtex

@article{4976246022c311de9f0a000ea68e967b,
title = "Change of structure in financial time series and the GARCH model",
abstract = "Udgivelsesdato: 2004",
author = "Mikosch, {Thomas Valentin} and Catalin Starica",
year = "2004",
language = "English",
volume = "2",
pages = "16--41",
journal = "Revstat Statistical Journal",
issn = "1645-6726",
publisher = "Instituto Nacional de Estatistica",

}

RIS

TY - JOUR

T1 - Change of structure in financial time series and the GARCH model

AU - Mikosch, Thomas Valentin

AU - Starica, Catalin

PY - 2004

Y1 - 2004

N2 - Udgivelsesdato: 2004

AB - Udgivelsesdato: 2004

M3 - Journal article

VL - 2

SP - 16

EP - 41

JO - Revstat Statistical Journal

JF - Revstat Statistical Journal

SN - 1645-6726

ER -

ID: 11760946