Robust inference in conditionally heteroskedastic autoregressions
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Robust inference in conditionally heteroskedastic autoregressions. / Pedersen, Rasmus Søndergaard.
I: Econometric Reviews, Bind 39, Nr. 3, 2020.Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt
Harvard
Pedersen, RS 2020, 'Robust inference in conditionally heteroskedastic autoregressions', Econometric Reviews, bind 39, nr. 3.
APA
Pedersen, R. S. (2020). Robust inference in conditionally heteroskedastic autoregressions. Econometric Reviews, 39(3).
Vancouver
Pedersen RS. Robust inference in conditionally heteroskedastic autoregressions. Econometric Reviews. 2020;39(3).
Author
Bibtex
@article{3f43c13bc8d5479a8fdf95b261157e62,
title = "Robust inference in conditionally heteroskedastic autoregressions",
author = "Pedersen, {Rasmus S{\o}ndergaard}",
year = "2020",
language = "English",
volume = "39",
journal = "Econometric Reviews",
issn = "0747-4938",
publisher = "Taylor & Francis",
number = "3",
}
RIS
TY - JOUR
T1 - Robust inference in conditionally heteroskedastic autoregressions
AU - Pedersen, Rasmus Søndergaard
PY - 2020
Y1 - 2020
M3 - Journal article
VL - 39
JO - Econometric Reviews
JF - Econometric Reviews
SN - 0747-4938
IS - 3
ER -
ID: 212302595