Unit Root Vector Autoregression with Volatility induced Stationarity
Publikation: Bidrag til tidsskrift › Tidsskriftartikel › fagfællebedømt
Standard
Unit Root Vector Autoregression with Volatility induced Stationarity. / Nielsen, Heino Bohn; Rahbek, Anders.
I: Journal of Empirical Finance, Bind 29, 12.2014, s. 144-167.Publikation: Bidrag til tidsskrift › Tidsskriftartikel › fagfællebedømt
Harvard
Nielsen, HB & Rahbek, A 2014, 'Unit Root Vector Autoregression with Volatility induced Stationarity', Journal of Empirical Finance, bind 29, s. 144-167. https://doi.org/10.1016/j.jempfin.2014.03.008
APA
Nielsen, H. B., & Rahbek, A. (2014). Unit Root Vector Autoregression with Volatility induced Stationarity. Journal of Empirical Finance, 29, 144-167. https://doi.org/10.1016/j.jempfin.2014.03.008
Vancouver
Nielsen HB, Rahbek A. Unit Root Vector Autoregression with Volatility induced Stationarity. Journal of Empirical Finance. 2014 dec.;29:144-167. https://doi.org/10.1016/j.jempfin.2014.03.008
Author
Bibtex
@article{c9c8c2e58c7e418fa909065aa2d31657,
title = "Unit Root Vector Autoregression with Volatility induced Stationarity",
author = "Nielsen, {Heino Bohn} and Anders Rahbek",
note = "JEL classification: C32",
year = "2014",
month = dec,
doi = "10.1016/j.jempfin.2014.03.008",
language = "English",
volume = "29",
pages = "144--167",
journal = "Journal of Empirical Finance",
issn = "0927-5398",
publisher = "Elsevier",
}
RIS
TY - JOUR
T1 - Unit Root Vector Autoregression with Volatility induced Stationarity
AU - Nielsen, Heino Bohn
AU - Rahbek, Anders
N1 - JEL classification: C32
PY - 2014/12
Y1 - 2014/12
U2 - 10.1016/j.jempfin.2014.03.008
DO - 10.1016/j.jempfin.2014.03.008
M3 - Journal article
VL - 29
SP - 144
EP - 167
JO - Journal of Empirical Finance
JF - Journal of Empirical Finance
SN - 0927-5398
ER -
ID: 107128622