Nonstationary GARCH with t-distributed innovations

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Standard

Nonstationary GARCH with t-distributed innovations. / Pedersen, Rasmus Søndergaard; Rahbek, Anders.

In: Economics Letters, Vol. 138, 2016, p. 19-21.

Research output: Contribution to journal › Journal article › Research › peer-review

Harvard

Pedersen, RS & Rahbek, A 2016, 'Nonstationary GARCH with t-distributed innovations', Economics Letters, vol. 138, pp. 19-21. https://doi.org/10.1016/j.econlet.2015.11.016

APA

Pedersen, R. S., & Rahbek, A. (2016). Nonstationary GARCH with t-distributed innovations. Economics Letters, 138, 19-21. https://doi.org/10.1016/j.econlet.2015.11.016

Vancouver

Pedersen RS, Rahbek A. Nonstationary GARCH with t-distributed innovations. Economics Letters. 2016;138:19-21. https://doi.org/10.1016/j.econlet.2015.11.016

Author

Pedersen, Rasmus Søndergaard ; Rahbek, Anders. / Nonstationary GARCH with t-distributed innovations. In: Economics Letters. 2016 ; Vol. 138. pp. 19-21.

Bibtex

@article{c71b5207587c4e80a47274c19a0219f7,
title = "Nonstationary GARCH with t-distributed innovations",
author = "Pedersen, {Rasmus S{\o}ndergaard} and Anders Rahbek",
note = "JEL Classification: C32",
year = "2016",
doi = "10.1016/j.econlet.2015.11.016",
language = "English",
volume = "138",
pages = "19--21",
journal = "Economics Letters",
issn = "0165-1765",
publisher = "Elsevier",

}

RIS

TY - JOUR

T1 - Nonstationary GARCH with t-distributed innovations

AU - Pedersen, Rasmus Søndergaard

AU - Rahbek, Anders

N1 - JEL Classification: C32

PY - 2016

Y1 - 2016

U2 - 10.1016/j.econlet.2015.11.016

DO - 10.1016/j.econlet.2015.11.016

M3 - Journal article

VL - 138

SP - 19

EP - 21

JO - Economics Letters

JF - Economics Letters

SN - 0165-1765

ER -

ID: 149043501