An Introduction to Regime Switching Time Series Models
Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research
Standard
An Introduction to Regime Switching Time Series Models. / Lange, Theis; Rahbek, Anders Christian.
Handbook of Financial Time Series. ed. / T.G. Andersen; R.A. Davis; J.P. Kreiss; T. Mikosch. Springer, 2009. p. 871-888.Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research
Harvard
Lange, T & Rahbek, AC 2009, An Introduction to Regime Switching Time Series Models. in TG Andersen, RA Davis, JP Kreiss & T Mikosch (eds), Handbook of Financial Time Series. Springer, pp. 871-888.
APA
Lange, T., & Rahbek, A. C. (2009). An Introduction to Regime Switching Time Series Models. In T. G. Andersen, R. A. Davis, J. P. Kreiss, & T. Mikosch (Eds.), Handbook of Financial Time Series (pp. 871-888). Springer.
Vancouver
Lange T, Rahbek AC. An Introduction to Regime Switching Time Series Models. In Andersen TG, Davis RA, Kreiss JP, Mikosch T, editors, Handbook of Financial Time Series. Springer. 2009. p. 871-888
Author
Bibtex
@inbook{194cf3e06bc011de8bc9000ea68e967b,
title = "An Introduction to Regime Switching Time Series Models",
author = "Theis Lange and Rahbek, {Anders Christian}",
year = "2009",
language = "English",
isbn = "978-3-540-71296-1",
pages = "871--888",
editor = "T.G. Andersen and R.A. Davis and J.P. Kreiss and T. Mikosch",
booktitle = "Handbook of Financial Time Series",
publisher = "Springer",
address = "Switzerland",
}
RIS
TY - CHAP
T1 - An Introduction to Regime Switching Time Series Models
AU - Lange, Theis
AU - Rahbek, Anders Christian
PY - 2009
Y1 - 2009
M3 - Book chapter
SN - 978-3-540-71296-1
SP - 871
EP - 888
BT - Handbook of Financial Time Series
A2 - Andersen, T.G.
A2 - Davis, R.A.
A2 - Kreiss, J.P.
A2 - Mikosch, T.
PB - Springer
ER -
ID: 13059546