Please log in to take part in the discussion (add own reviews or comments).
Cite this publication
More citation styles
- please select -
%0 Book Section
%1 Politis2006
%A Politis, Dimitris N.
%D 2006
%I JAI
%K imported
%P 105--124
%T Advances in Econometrics
%U http://www.sciencedirect.com/science/article/B75F0-4HW420H-B/1/446d6493a5966ea6c59ad5e7ef09444f
%V Volume 20, Part 1
%& A Multivariate Heavy-Tailed Distribution for ARCH/GARCH Residuals
@inbook{Politis2006,
added-at = {2008-04-22T13:37:12.000+0200},
author = {Politis, Dimitris N.},
biburl = {https://www.bibsonomy.org/bibtex/2cc6a1d37833ab6807939b00d6de773d0/smicha},
chapter = {A Multivariate Heavy-Tailed Distribution for ARCH/GARCH Residuals},
description = {Advances in Econometrics},
interhash = {996fa375e44d26b34ffb855f1bf8249e},
intrahash = {cc6a1d37833ab6807939b00d6de773d0},
keywords = {imported},
pages = {105--124},
publisher = {JAI},
timestamp = {2008-04-22T13:37:16.000+0200},
title = {Advances in Econometrics},
url = {http://www.sciencedirect.com/science/article/B75F0-4HW420H-B/1/446d6493a5966ea6c59ad5e7ef09444f},
volume = {Volume 20, Part 1},
year = 2006
}