Estimation and Asymptotic Inference in the First Order AR-ARCH Model
Research output: Working paper › Research
Standard
Estimation and Asymptotic Inference in the First Order AR-ARCH Model. / Lange, Theis; Rahbek, Anders; Jensen, Søren Tolver.
Department of Applied Mathematics and Statistics / University of Copenhagen, 2006. p. 1-23.Research output: Working paper › Research
Harvard
Lange, T, Rahbek, A & Jensen, ST 2006 'Estimation and Asymptotic Inference in the First Order AR-ARCH Model' Department of Applied Mathematics and Statistics / University of Copenhagen, pp. 1-23.
APA
Lange, T., Rahbek, A., & Jensen, S. T. (2006). Estimation and Asymptotic Inference in the First Order AR-ARCH Model. (pp. 1-23).
Vancouver
Lange T, Rahbek A, Jensen ST. Estimation and Asymptotic Inference in the First Order AR-ARCH Model. Department of Applied Mathematics and Statistics / University of Copenhagen. 2006, p. 1-23.
Author
Bibtex
@techreport{20ef14e06c3811dcbee902004c4f4f50,
title = "Estimation and Asymptotic Inference in the First Order AR-ARCH Model",
author = "Theis Lange and Anders Rahbek and Jensen, {S{\o}ren Tolver}",
year = "2006",
language = "English",
pages = "1--23",
type = "WorkingPaper",
}
RIS
TY - UNPB
T1 - Estimation and Asymptotic Inference in the First Order AR-ARCH Model
AU - Lange, Theis
AU - Rahbek, Anders
AU - Jensen, Søren Tolver
PY - 2006
Y1 - 2006
M3 - Working paper
SP - 1
EP - 23
BT - Estimation and Asymptotic Inference in the First Order AR-ARCH Model
CY - Department of Applied Mathematics and Statistics / University of Copenhagen
ER -
ID: 1114421