Nonstationary GARCH with t-distributed innovations
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Standard
Nonstationary GARCH with t-distributed innovations. / Pedersen, Rasmus Søndergaard; Rahbek, Anders.
I: Economics Letters, Bind 138, 2016, s. 19-21.Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt
Harvard
Pedersen, RS & Rahbek, A 2016, 'Nonstationary GARCH with t-distributed innovations', Economics Letters, bind 138, s. 19-21. https://doi.org/10.1016/j.econlet.2015.11.016
APA
Pedersen, R. S., & Rahbek, A. (2016). Nonstationary GARCH with t-distributed innovations. Economics Letters, 138, 19-21. https://doi.org/10.1016/j.econlet.2015.11.016
Vancouver
Pedersen RS, Rahbek A. Nonstationary GARCH with t-distributed innovations. Economics Letters. 2016;138:19-21. https://doi.org/10.1016/j.econlet.2015.11.016
Author
Bibtex
@article{c71b5207587c4e80a47274c19a0219f7,
title = "Nonstationary GARCH with t-distributed innovations",
author = "Pedersen, {Rasmus S{\o}ndergaard} and Anders Rahbek",
note = "JEL Classification: C32",
year = "2016",
doi = "10.1016/j.econlet.2015.11.016",
language = "English",
volume = "138",
pages = "19--21",
journal = "Economics Letters",
issn = "0165-1765",
publisher = "Elsevier",
}
RIS
TY - JOUR
T1 - Nonstationary GARCH with t-distributed innovations
AU - Pedersen, Rasmus Søndergaard
AU - Rahbek, Anders
N1 - JEL Classification: C32
PY - 2016
Y1 - 2016
U2 - 10.1016/j.econlet.2015.11.016
DO - 10.1016/j.econlet.2015.11.016
M3 - Journal article
VL - 138
SP - 19
EP - 21
JO - Economics Letters
JF - Economics Letters
SN - 0165-1765
ER -
ID: 149043501