Nonstationary ARCH and GARCH with t-Distributed Innovations
Research output: Working paper › Research
Standard
Nonstationary ARCH and GARCH with t-Distributed Innovations. / Pedersen, Rasmus Søndergaard; Rahbek, Anders.
Copenhagen, 2015.Research output: Working paper › Research
Harvard
Pedersen, RS & Rahbek, A 2015 'Nonstationary ARCH and GARCH with t-Distributed Innovations' Copenhagen. <https://www.economics.ku.dk/research/publications/wp/dp_2015/1507.pdf>
APA
Pedersen, R. S., & Rahbek, A. (2015). Nonstationary ARCH and GARCH with t-Distributed Innovations. University of Copenhagen. Institute of Economics. Discussion Papers (Online) Vol. 2015 No. 7 https://www.economics.ku.dk/research/publications/wp/dp_2015/1507.pdf
Vancouver
Pedersen RS, Rahbek A. Nonstationary ARCH and GARCH with t-Distributed Innovations. Copenhagen. 2015.
Author
Bibtex
@techreport{852e13b1d9734770908482e62245e565,
title = "Nonstationary ARCH and GARCH with t-Distributed Innovations",
author = "Pedersen, {Rasmus S{\o}ndergaard} and Anders Rahbek",
note = "JEL Classification: C32.",
year = "2015",
language = "English",
series = "University of Copenhagen. Institute of Economics. Discussion Papers (Online)",
number = "7",
type = "WorkingPaper",
}
RIS
TY - UNPB
T1 - Nonstationary ARCH and GARCH with t-Distributed Innovations
AU - Pedersen, Rasmus Søndergaard
AU - Rahbek, Anders
N1 - JEL Classification: C32.
PY - 2015
Y1 - 2015
M3 - Working paper
T3 - University of Copenhagen. Institute of Economics. Discussion Papers (Online)
BT - Nonstationary ARCH and GARCH with t-Distributed Innovations
CY - Copenhagen
ER -
ID: 140021897