The sample autocorrelations of financial time series models

Abstract

Forsikringsmatematik

Originalsprog	Engelsk
Titel	Nonlinear and Nonstationary Signal Processing
Forlag	Cambridge University Press
Publikationsdato	2001
Sider	247-274
Status	Udgivet - 2001

@inbook{240fc9d074c711dbbee902004c4f4f50,

title = "The sample autocorrelations of financial time series models",

abstract = "Forsikringsmatematik",

author = "Mikosch, {Thomas Valentin} and Davis, {Richard A.}",

year = "2001",

language = "English",

pages = "247--274",

booktitle = "Nonlinear and Nonstationary Signal Processing",

publisher = "Cambridge University Press",

address = "United Kingdom",

}