Long range dependence effects and ARCH modeling

Publikation: Bidrag til bog/antologi/rapport › Bidrag til bog/antologi › Forskning

Standard

Long range dependence effects and ARCH modeling. / Mikosch, Thomas; Starica, Catalin.

Theory and Applications of Long-Range Dependence. Boston : Birkhäuser Verlag, 2003. s. 439-460.

Publikation: Bidrag til bog/antologi/rapport › Bidrag til bog/antologi › Forskning

Harvard

Mikosch, T & Starica, C 2003, Long range dependence effects and ARCH modeling. i Theory and Applications of Long-Range Dependence. Birkhäuser Verlag, Boston, s. 439-460.

APA

Mikosch, T., & Starica, C. (2003). Long range dependence effects and ARCH modeling. I Theory and Applications of Long-Range Dependence (s. 439-460). Birkhäuser Verlag.

Vancouver

Mikosch T, Starica C. Long range dependence effects and ARCH modeling. I Theory and Applications of Long-Range Dependence. Boston: Birkhäuser Verlag. 2003. s. 439-460

Author

Mikosch, Thomas ; Starica, Catalin. / Long range dependence effects and ARCH modeling. Theory and Applications of Long-Range Dependence. Boston : Birkhäuser Verlag, 2003. s. 439-460

Bibtex

@inbook{9b54129074c111dbbee902004c4f4f50,
title = "Long range dependence effects and ARCH modeling",
author = "Thomas Mikosch and Catalin Starica",
year = "2003",
language = "English",
pages = "439--460",
booktitle = "Theory and Applications of Long-Range Dependence",
publisher = "Birkh{\"a}user Verlag",

}

RIS

TY - CHAP

T1 - Long range dependence effects and ARCH modeling

AU - Mikosch, Thomas

AU - Starica, Catalin

PY - 2003

Y1 - 2003

M3 - Book chapter

SP - 439

EP - 460

BT - Theory and Applications of Long-Range Dependence

PB - Birkhäuser Verlag

CY - Boston

ER -

ID: 62477