Whittle estimation in a heavy-tailed GARCH(1,1) model

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Standard

Whittle estimation in a heavy-tailed GARCH(1,1) model. / Mikosch, Thomas Valentin; Straumann, Daniel Yannik.

I: Stochastic Processes and Their Applications, Bind 100, Nr. 1-2, 2002, s. 187-222.

Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt

Harvard

Mikosch, TV & Straumann, DY 2002, 'Whittle estimation in a heavy-tailed GARCH(1,1) model', Stochastic Processes and Their Applications, bind 100, nr. 1-2, s. 187-222.

APA

Mikosch, T. V., & Straumann, D. Y. (2002). Whittle estimation in a heavy-tailed GARCH(1,1) model. Stochastic Processes and Their Applications, 100(1-2), 187-222.

Vancouver

Mikosch TV, Straumann DY. Whittle estimation in a heavy-tailed GARCH(1,1) model. Stochastic Processes and Their Applications. 2002;100(1-2):187-222.

Author

Mikosch, Thomas Valentin ; Straumann, Daniel Yannik. / Whittle estimation in a heavy-tailed GARCH(1,1) model. I: Stochastic Processes and Their Applications. 2002 ; Bind 100, Nr. 1-2. s. 187-222.

Bibtex

@article{a0f6ae0074c211dbbee902004c4f4f50,
title = "Whittle estimation in a heavy-tailed GARCH(1,1) model",
author = "Mikosch, {Thomas Valentin} and Straumann, {Daniel Yannik}",
year = "2002",
language = "English",
volume = "100",
pages = "187--222",
journal = "Stochastic Processes and their Applications",
issn = "0304-4149",
publisher = "Elsevier BV * North-Holland",
number = "1-2",

}

RIS

TY - JOUR

T1 - Whittle estimation in a heavy-tailed GARCH(1,1) model

AU - Mikosch, Thomas Valentin

AU - Straumann, Daniel Yannik

PY - 2002

Y1 - 2002

M3 - Journal article

VL - 100

SP - 187

EP - 222

JO - Stochastic Processes and their Applications

JF - Stochastic Processes and their Applications

SN - 0304-4149

IS - 1-2

ER -

ID: 79153