Asomptotic Inference for Nonstationary Garch
Research output: Contribution to journal › Journal article › Research › peer-review
Standard
Asomptotic Inference for Nonstationary Garch. / Jensen, Søren Tolver; Rahbek, Anders.
In: Econometric Theory, Vol. 20, No. 6, 2004, p. 1203-1226.Research output: Contribution to journal › Journal article › Research › peer-review
Harvard
Jensen, ST & Rahbek, A 2004, 'Asomptotic Inference for Nonstationary Garch', Econometric Theory, vol. 20, no. 6, pp. 1203-1226.
APA
Jensen, S. T., & Rahbek, A. (2004). Asomptotic Inference for Nonstationary Garch. Econometric Theory, 20(6), 1203-1226.
Vancouver
Jensen ST, Rahbek A. Asomptotic Inference for Nonstationary Garch. Econometric Theory. 2004;20(6):1203-1226.
Author
Bibtex
@article{6f408b6074c211dbbee902004c4f4f50,
title = "Asomptotic Inference for Nonstationary Garch",
author = "Jensen, {S{\o}ren Tolver} and Anders Rahbek",
year = "2004",
language = "English",
volume = "20",
pages = "1203--1226",
journal = "Econometric Theory",
issn = "0266-4666",
publisher = "Cambridge University Press",
number = "6",
}
RIS
TY - JOUR
T1 - Asomptotic Inference for Nonstationary Garch
AU - Jensen, Søren Tolver
AU - Rahbek, Anders
PY - 2004
Y1 - 2004
M3 - Journal article
VL - 20
SP - 1203
EP - 1226
JO - Econometric Theory
JF - Econometric Theory
SN - 0266-4666
IS - 6
ER -
ID: 74875