Non-stationary and no moments asymptotics for the ARCH model

Publikation: Working paper › Forskning

Standard

Non-stationary and no moments asymptotics for the ARCH model. / Jensen, Søren Tolver; Rahbek, Anders.

København, 2002. s. 1-6.

Publikation: Working paper › Forskning

Harvard

Jensen, ST & Rahbek, A 2002 'Non-stationary and no moments asymptotics for the ARCH model' København, s. 1-6.

APA

Jensen, S. T., & Rahbek, A. (2002). Non-stationary and no moments asymptotics for the ARCH model. (s. 1-6).

Vancouver

Jensen ST, Rahbek A. Non-stationary and no moments asymptotics for the ARCH model. København. 2002, s. 1-6.

Author

Jensen, Søren Tolver ; Rahbek, Anders. / Non-stationary and no moments asymptotics for the ARCH model. København, 2002. s. 1-6

Bibtex

@techreport{683a84d074c011dbbee902004c4f4f50,
title = "Non-stationary and no moments asymptotics for the ARCH model",
author = "Jensen, {S{\o}ren Tolver} and Anders Rahbek",
year = "2002",
language = "English",
pages = "1--6",
type = "WorkingPaper",

}

RIS

TY - UNPB

T1 - Non-stationary and no moments asymptotics for the ARCH model

AU - Jensen, Søren Tolver

AU - Rahbek, Anders

PY - 2002

Y1 - 2002

M3 - Working paper

SP - 1

EP - 6

BT - Non-stationary and no moments asymptotics for the ARCH model

CY - København

ER -

ID: 45219