Stable limits of martingale transforms with application to the estimation of Garch parameters
Publikation: Working paper › Forskning
Standard
Stable limits of martingale transforms with application to the estimation of Garch parameters. / Mikosch, Thomas Valentin; Straumann, Daniel Yannik.
Københavns Universitet : H.C.Ø.-Tryk, 2003. s. 1-24.Publikation: Working paper › Forskning
Harvard
Mikosch, TV & Straumann, DY 2003 'Stable limits of martingale transforms with application to the estimation of Garch parameters' H.C.Ø.-Tryk, Københavns Universitet, s. 1-24.
APA
Mikosch, T. V., & Straumann, D. Y. (2003). Stable limits of martingale transforms with application to the estimation of Garch parameters. (s. 1-24). H.C.Ø.-Tryk.
Vancouver
Mikosch TV, Straumann DY. Stable limits of martingale transforms with application to the estimation of Garch parameters. Københavns Universitet: H.C.Ø.-Tryk. 2003, s. 1-24.
Author
Bibtex
@techreport{f526d0f074c611dbbee902004c4f4f50,
title = "Stable limits of martingale transforms with application to the estimation of Garch parameters",
author = "Mikosch, {Thomas Valentin} and Straumann, {Daniel Yannik}",
year = "2003",
language = "English",
isbn = "87-7834-566-9",
pages = "1--24",
publisher = "H.C.{\O}.-Tryk",
type = "WorkingPaper",
institution = "H.C.{\O}.-Tryk",
}
RIS
TY - UNPB
T1 - Stable limits of martingale transforms with application to the estimation of Garch parameters
AU - Mikosch, Thomas Valentin
AU - Straumann, Daniel Yannik
PY - 2003
Y1 - 2003
M3 - Working paper
SN - 87-7834-566-9
SP - 1
EP - 24
BT - Stable limits of martingale transforms with application to the estimation of Garch parameters
PB - H.C.Ø.-Tryk
CY - Københavns Universitet
ER -
ID: 159817