Near-integrated GARCH sequences

István Berkes, Lajos Horváth, Piotr Kokoszka

Publikation: Beitrag in einer FachzeitschriftArtikelForschungBegutachtung

Originalspracheenglisch
Seiten (von - bis)890-913
FachzeitschriftThe annals of applied probability
Jahrgang15
Ausgabenummer1B
PublikationsstatusVeröffentlicht - 2005

Dies zitieren

Berkes, I., Horváth, L., & Kokoszka, P. (2005). Near-integrated GARCH sequences. The annals of applied probability, 15(1B), 890-913.

Near-integrated GARCH sequences. / Berkes, István; Horváth, Lajos; Kokoszka, Piotr.

in: The annals of applied probability, Jahrgang 15, Nr. 1B, 2005, S. 890-913.

Publikation: Beitrag in einer FachzeitschriftArtikelForschungBegutachtung

Berkes, I, Horváth, L & Kokoszka, P 2005, 'Near-integrated GARCH sequences' The annals of applied probability, Jg. 15, Nr. 1B, S. 890-913.
Berkes I, Horváth L, Kokoszka P. Near-integrated GARCH sequences. The annals of applied probability. 2005;15(1B):890-913.
Berkes, István ; Horváth, Lajos ; Kokoszka, Piotr. / Near-integrated GARCH sequences. in: The annals of applied probability. 2005 ; Jahrgang 15, Nr. 1B. S. 890-913.
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