Stable limits of martingale transforms with application to the estimation of Garch parameters

Thomas Valentin Mikosch, Daniel Yannik Straumann

Cite this

@techreport{f526d0f074c611dbbee902004c4f4f50,

title = "Stable limits of martingale transforms with application to the estimation of Garch parameters",

author = "Mikosch, {Thomas Valentin} and Straumann, {Daniel Yannik}",

year = "2003",

language = "English",

isbn = "87-7834-566-9",

pages = "1--24",

publisher = "H.C.{\O}.-Tryk",

type = "WorkingPaper",

institution = "H.C.{\O}.-Tryk",

}

TY - UNPB

T1 - Stable limits of martingale transforms with application to the estimation of Garch parameters

AU - Mikosch, Thomas Valentin

AU - Straumann, Daniel Yannik

PY - 2003

Y1 - 2003

M3 - Working paper

SN - 87-7834-566-9

SP - 1

EP - 24

BT - Stable limits of martingale transforms with application to the estimation of Garch parameters

PB - H.C.Ø.-Tryk

CY - Københavns Universitet

ER -