Nonstationary ARCH and GARCH with t-Distributed Innovations

Publikation: Working paperForskning

Standard

Nonstationary ARCH and GARCH with t-Distributed Innovations. / Pedersen, Rasmus Søndergaard; Rahbek, Anders.

Copenhagen, 2015.

Publikation: Working paperForskning

Harvard

Pedersen, RS & Rahbek, A 2015 'Nonstationary ARCH and GARCH with t-Distributed Innovations' Copenhagen. <https://www.economics.ku.dk/research/publications/wp/dp_2015/1507.pdf>

APA

Pedersen, R. S., & Rahbek, A. (2015). Nonstationary ARCH and GARCH with t-Distributed Innovations. University of Copenhagen. Institute of Economics. Discussion Papers (Online) Bind 2015 Nr. 7 https://www.economics.ku.dk/research/publications/wp/dp_2015/1507.pdf

Vancouver

Pedersen RS, Rahbek A. Nonstationary ARCH and GARCH with t-Distributed Innovations. Copenhagen. 2015.

Author

Pedersen, Rasmus Søndergaard ; Rahbek, Anders. / Nonstationary ARCH and GARCH with t-Distributed Innovations. Copenhagen, 2015. (University of Copenhagen. Institute of Economics. Discussion Papers (Online); Nr. 7, Bind 2015).

Bibtex

@techreport{852e13b1d9734770908482e62245e565,
title = "Nonstationary ARCH and GARCH with t-Distributed Innovations",
author = "Pedersen, {Rasmus S{\o}ndergaard} and Anders Rahbek",
note = "JEL Classification: C32.",
year = "2015",
language = "English",
series = "University of Copenhagen. Institute of Economics. Discussion Papers (Online)",
number = "7",
type = "WorkingPaper",

}

RIS

TY - UNPB

T1 - Nonstationary ARCH and GARCH with t-Distributed Innovations

AU - Pedersen, Rasmus Søndergaard

AU - Rahbek, Anders

N1 - JEL Classification: C32.

PY - 2015

Y1 - 2015

M3 - Working paper

T3 - University of Copenhagen. Institute of Economics. Discussion Papers (Online)

BT - Nonstationary ARCH and GARCH with t-Distributed Innovations

CY - Copenhagen

ER -

ID: 140021897