An Introduction to Regime Switching Time Series Models
Publikation: Bidrag til bog/antologi/rapport › Bidrag til bog/antologi › Forskning
Standard
An Introduction to Regime Switching Time Series Models. / Lange, Theis; Rahbek, Anders Christian.
Handbook of Financial Time Series. red. / T.G. Andersen; R.A. Davis; J.P. Kreiss; T. Mikosch. Springer, 2009. s. 871-888.Publikation: Bidrag til bog/antologi/rapport › Bidrag til bog/antologi › Forskning
Harvard
Lange, T & Rahbek, AC 2009, An Introduction to Regime Switching Time Series Models. i TG Andersen, RA Davis, JP Kreiss & T Mikosch (red), Handbook of Financial Time Series. Springer, s. 871-888.
APA
Lange, T., & Rahbek, A. C. (2009). An Introduction to Regime Switching Time Series Models. I T. G. Andersen, R. A. Davis, J. P. Kreiss, & T. Mikosch (red.), Handbook of Financial Time Series (s. 871-888). Springer.
Vancouver
Lange T, Rahbek AC. An Introduction to Regime Switching Time Series Models. I Andersen TG, Davis RA, Kreiss JP, Mikosch T, red., Handbook of Financial Time Series. Springer. 2009. s. 871-888
Author
Bibtex
@inbook{194cf3e06bc011de8bc9000ea68e967b,
title = "An Introduction to Regime Switching Time Series Models",
author = "Theis Lange and Rahbek, {Anders Christian}",
year = "2009",
language = "English",
isbn = "978-3-540-71296-1",
pages = "871--888",
editor = "T.G. Andersen and R.A. Davis and J.P. Kreiss and T. Mikosch",
booktitle = "Handbook of Financial Time Series",
publisher = "Springer",
address = "Switzerland",
}
RIS
TY - CHAP
T1 - An Introduction to Regime Switching Time Series Models
AU - Lange, Theis
AU - Rahbek, Anders Christian
PY - 2009
Y1 - 2009
M3 - Book chapter
SN - 978-3-540-71296-1
SP - 871
EP - 888
BT - Handbook of Financial Time Series
A2 - Andersen, T.G.
A2 - Davis, R.A.
A2 - Kreiss, J.P.
A2 - Mikosch, T.
PB - Springer
ER -
ID: 13059546