The sample autocorrelations of financial time series models
Publikation: Bidrag til bog/antologi/rapport › Bidrag til bog/antologi › Forskning
Standard
The sample autocorrelations of financial time series models. / Mikosch, Thomas Valentin; Davis, Richard A.
Nonlinear and Nonstationary Signal Processing. Cambridge University Press, 2001. s. 247-274.Publikation: Bidrag til bog/antologi/rapport › Bidrag til bog/antologi › Forskning
Harvard
Mikosch, TV & Davis, RA 2001, The sample autocorrelations of financial time series models. i Nonlinear and Nonstationary Signal Processing. Cambridge University Press, s. 247-274.
APA
Mikosch, T. V., & Davis, R. A. (2001). The sample autocorrelations of financial time series models. I Nonlinear and Nonstationary Signal Processing (s. 247-274). Cambridge University Press.
Vancouver
Mikosch TV, Davis RA. The sample autocorrelations of financial time series models. I Nonlinear and Nonstationary Signal Processing. Cambridge University Press. 2001. s. 247-274
Author
Bibtex
@inbook{240fc9d074c711dbbee902004c4f4f50,
title = "The sample autocorrelations of financial time series models",
abstract = "Forsikringsmatematik",
author = "Mikosch, {Thomas Valentin} and Davis, {Richard A.}",
year = "2001",
language = "English",
pages = "247--274",
booktitle = "Nonlinear and Nonstationary Signal Processing",
publisher = "Cambridge University Press",
address = "United Kingdom",
}
RIS
TY - CHAP
T1 - The sample autocorrelations of financial time series models
AU - Mikosch, Thomas Valentin
AU - Davis, Richard A.
PY - 2001
Y1 - 2001
N2 - Forsikringsmatematik
AB - Forsikringsmatematik
M3 - Book chapter
SP - 247
EP - 274
BT - Nonlinear and Nonstationary Signal Processing
PB - Cambridge University Press
ER -
ID: 163278