Point process convergence of stochastic volatility processeswith application to sample autocorrelations
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Standard
Point process convergence of stochastic volatility processeswith application to sample autocorrelations. / Mikosch, Thomas Valentin; Davis, Richard A.
I: Journal of Applied Probability, Bind 38A, 2001, s. 93--104.Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt
Harvard
Mikosch, TV & Davis, RA 2001, 'Point process convergence of stochastic volatility processeswith application to sample autocorrelations', Journal of Applied Probability, bind 38A, s. 93--104.
APA
Mikosch, T. V., & Davis, R. A. (2001). Point process convergence of stochastic volatility processeswith application to sample autocorrelations. Journal of Applied Probability, 38A, 93--104.
Vancouver
Mikosch TV, Davis RA. Point process convergence of stochastic volatility processeswith application to sample autocorrelations. Journal of Applied Probability. 2001;38A:93--104.
Author
Bibtex
@article{8394c09022c111de9f0a000ea68e967b,
title = "Point process convergence of stochastic volatility processeswith application to sample autocorrelations",
abstract = "Udgivelsesdato: 2001",
author = "Mikosch, {Thomas Valentin} and Davis, {Richard A.}",
year = "2001",
language = "English",
volume = "38A",
pages = "93----104",
journal = "Journal of Applied Probability",
issn = "0021-9002",
publisher = "Applied Probability Trust",
}
RIS
TY - JOUR
T1 - Point process convergence of stochastic volatility processeswith application to sample autocorrelations
AU - Mikosch, Thomas Valentin
AU - Davis, Richard A.
PY - 2001
Y1 - 2001
N2 - Udgivelsesdato: 2001
AB - Udgivelsesdato: 2001
M3 - Journal article
VL - 38A
SP - 93
EP - 104
JO - Journal of Applied Probability
JF - Journal of Applied Probability
SN - 0021-9002
ER -
ID: 11760844