Unit Root Vector Autoregression with Volatility induced Stationarity

Publikation: Bidrag til tidsskriftTidsskriftartikelfagfællebedømt

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 tidsskriftTidsskriftartikelfagfællebedømt

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

Nielsen, Heino Bohn ; Rahbek, Anders. / Unit Root Vector Autoregression with Volatility induced Stationarity. I: Journal of Empirical Finance. 2014 ; Bind 29. s. 144-167.

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