The sample autocorrelations of financial time series models

Abstract

Forsikringsmatematik

Original language	English
Title of host publication	Nonlinear and Nonstationary Signal Processing
Publisher	Cambridge University Press
Publication date	2001
Pages	247-274
Publication status	Published - 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",

}