Nonstationary ARCH and GARCH with t-Distributed Innovations

Navn	University of Copenhagen. Institute of Economics. Discussion Papers (Online)
Nummer	7
Vol/bind	2015
ISSN	1601-2461

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@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",

}