Near-integrated GARCH sequences

István Berkes, Lajos Horváth, Piotr Kokoszka

Research output: Contribution to journalArticleResearchpeer-review

Original languageEnglish
Pages (from-to)890-913
JournalThe annals of applied probability
Volume15
Issue number1B
Publication statusPublished - 2005

Cite this

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, Vol. 15, No. 1B, 2005, p. 890-913.

Research output: Contribution to journalArticleResearchpeer-review

Berkes, I, Horváth, L & Kokoszka, P 2005, 'Near-integrated GARCH sequences' The annals of applied probability, vol. 15, no. 1B, pp. 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 ; Vol. 15, No. 1B. pp. 890-913.
@article{067d416acd0c454c94898132f6e4b49b,
title = "Near-integrated GARCH sequences",
author = "Istv{\'a}n Berkes and Lajos Horv{\'a}th and Piotr Kokoszka",
year = "2005",
language = "English",
volume = "15",
pages = "890--913",
journal = "The annals of applied probability",
issn = "1050-5164",
publisher = "Institute of Mathematical Statistics",
number = "1B",

}

TY - JOUR

T1 - Near-integrated GARCH sequences

AU - Berkes, István

AU - Horváth, Lajos

AU - Kokoszka, Piotr

PY - 2005

Y1 - 2005

M3 - Article

VL - 15

SP - 890

EP - 913

JO - The annals of applied probability

JF - The annals of applied probability

SN - 1050-5164

IS - 1B

ER -