Regular variation of GARCH processes

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Standard

Regular variation of GARCH processes. / Basrak, Bojan; Davis, Richard A.; Mikosch, Thomas Valentin.

I: Stochastic Processes and Their Applications, Bind 99, Nr. 1, 2002, s. 95-115.

Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt

Harvard

Basrak, B, Davis, RA & Mikosch, TV 2002, 'Regular variation of GARCH processes', Stochastic Processes and Their Applications, bind 99, nr. 1, s. 95-115.

APA

Basrak, B., Davis, R. A., & Mikosch, T. V. (2002). Regular variation of GARCH processes. Stochastic Processes and Their Applications, 99(1), 95-115.

Vancouver

Basrak B, Davis RA, Mikosch TV. Regular variation of GARCH processes. Stochastic Processes and Their Applications. 2002;99(1):95-115.

Author

Basrak, Bojan ; Davis, Richard A. ; Mikosch, Thomas Valentin. / Regular variation of GARCH processes. I: Stochastic Processes and Their Applications. 2002 ; Bind 99, Nr. 1. s. 95-115.

Bibtex

@article{a0fec45074c211dbbee902004c4f4f50,
title = "Regular variation of GARCH processes",
author = "Bojan Basrak and Davis, {Richard A.} and Mikosch, {Thomas Valentin}",
year = "2002",
language = "English",
volume = "99",
pages = "95--115",
journal = "Stochastic Processes and their Applications",
issn = "0304-4149",
publisher = "Elsevier BV * North-Holland",
number = "1",

}

RIS

TY - JOUR

T1 - Regular variation of GARCH processes

AU - Basrak, Bojan

AU - Davis, Richard A.

AU - Mikosch, Thomas Valentin

PY - 2002

Y1 - 2002

M3 - Journal article

VL - 99

SP - 95

EP - 115

JO - Stochastic Processes and their Applications

JF - Stochastic Processes and their Applications

SN - 0304-4149

IS - 1

ER -

ID: 79157