Inference and Testing in Multivariate GARCH Models

Publikation: Bog/antologi/afhandling/rapport › Ph.d.-afhandling › Forskning

Standard

Inference and Testing in Multivariate GARCH Models. / Pedersen, Rasmus Søndergaard.

Copenhagen : Department of Economics, University of Copenhagen, 2015. 137 s.

Publikation: Bog/antologi/afhandling/rapport › Ph.d.-afhandling › Forskning

Harvard

Pedersen, RS 2015, Inference and Testing in Multivariate GARCH Models. Department of Economics, University of Copenhagen, Copenhagen. <https://www.econ.ku.dk/forskning/Publikationer/ph.d_serie_2007-/Ph.D.176.pdf>

APA

Pedersen, R. S. (2015). Inference and Testing in Multivariate GARCH Models. Department of Economics, University of Copenhagen. https://www.econ.ku.dk/forskning/Publikationer/ph.d_serie_2007-/Ph.D.176.pdf

Vancouver

Pedersen RS. Inference and Testing in Multivariate GARCH Models. Copenhagen: Department of Economics, University of Copenhagen, 2015. 137 s.

Author

Pedersen, Rasmus Søndergaard. / Inference and Testing in Multivariate GARCH Models. Copenhagen : Department of Economics, University of Copenhagen, 2015. 137 s.

Bibtex

@phdthesis{07168f11ceaf4ff7bdaa4119d296b8be,
title = "Inference and Testing in Multivariate GARCH Models",
author = "Pedersen, {Rasmus S{\o}ndergaard}",
year = "2015",
language = "English",
isbn = "9788791342988",
publisher = "Department of Economics, University of Copenhagen",
address = "Denmark",

}

RIS

TY - BOOK

T1 - Inference and Testing in Multivariate GARCH Models

AU - Pedersen, Rasmus Søndergaard

PY - 2015

Y1 - 2015

M3 - Ph.D. thesis

SN - 9788791342988

BT - Inference and Testing in Multivariate GARCH Models

PB - Department of Economics, University of Copenhagen

CY - Copenhagen

ER -

ID: 151898252