Asymptotic properties of augmented GARCH (1,1) sequences

Research output: Chapter in Book/Report/Conference proceedingConference contributionResearchpeer-review

Original languageEnglish
Title of host publicationPrague Stochastics 2006
Place of PublicationPrag
PublisherMATFYZPRESS
Pages407-417
ISBN (Print)80-86732-75-4
Publication statusPublished - 2006
EventPrague Stochastics 2006 - Prag, Czech Republic
Duration: 21 Aug 200625 Aug 2006

Conference

ConferencePrague Stochastics 2006
CountryCzech Republic
CityPrag
Period21/08/0625/08/06

Treatment code (Nähere Zuordnung)

  • Basic - Fundamental (Grundlagenforschung)

Cite this

Hörmann, S. (2006). Asymptotic properties of augmented GARCH (1,1) sequences. In Prague Stochastics 2006 (pp. 407-417). Prag: MATFYZPRESS.

Asymptotic properties of augmented GARCH (1,1) sequences. / Hörmann, Siegfried.

Prague Stochastics 2006. Prag : MATFYZPRESS, 2006. p. 407-417.

Research output: Chapter in Book/Report/Conference proceedingConference contributionResearchpeer-review

Hörmann, S 2006, Asymptotic properties of augmented GARCH (1,1) sequences. in Prague Stochastics 2006. MATFYZPRESS, Prag, pp. 407-417, Prague Stochastics 2006, Prag, Czech Republic, 21/08/06.
Hörmann S. Asymptotic properties of augmented GARCH (1,1) sequences. In Prague Stochastics 2006. Prag: MATFYZPRESS. 2006. p. 407-417
Hörmann, Siegfried. / Asymptotic properties of augmented GARCH (1,1) sequences. Prague Stochastics 2006. Prag : MATFYZPRESS, 2006. pp. 407-417
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booktitle = "Prague Stochastics 2006",
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EP - 417

BT - Prague Stochastics 2006

PB - MATFYZPRESS

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