Stochastic volatility models with possible extremal clustering
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Stochastic volatility models with possible extremal clustering. / Mikosch, Thomas Valentin; Rezapur, Mohsen.
In: Bernoulli, Vol. 19, No. 5A, 2013, p. 1688-1713.Research output: Contribution to journal › Journal article › Research › peer-review
Harvard
Mikosch, TV & Rezapur, M 2013, 'Stochastic volatility models with possible extremal clustering', Bernoulli, vol. 19, no. 5A, pp. 1688-1713. https://doi.org/10.3150/12-BEJ426
APA
Mikosch, T. V., & Rezapur, M. (2013). Stochastic volatility models with possible extremal clustering. Bernoulli, 19(5A), 1688-1713. https://doi.org/10.3150/12-BEJ426
Vancouver
Mikosch TV, Rezapur M. Stochastic volatility models with possible extremal clustering. Bernoulli. 2013;19(5A):1688-1713. https://doi.org/10.3150/12-BEJ426
Author
Bibtex
@article{28f06135ceb0477ca33d0b0b1018c6fe,
title = "Stochastic volatility models with possible extremal clustering",
author = "Mikosch, {Thomas Valentin} and Mohsen Rezapur",
year = "2013",
doi = "10.3150/12-BEJ426",
language = "English",
volume = "19",
pages = "1688--1713",
journal = "Bernoulli",
issn = "1350-7265",
publisher = "International Statistical Institute",
number = "5A",
}
RIS
TY - JOUR
T1 - Stochastic volatility models with possible extremal clustering
AU - Mikosch, Thomas Valentin
AU - Rezapur, Mohsen
PY - 2013
Y1 - 2013
U2 - 10.3150/12-BEJ426
DO - 10.3150/12-BEJ426
M3 - Journal article
VL - 19
SP - 1688
EP - 1713
JO - Bernoulli
JF - Bernoulli
SN - 1350-7265
IS - 5A
ER -
ID: 94844336