Rolling-sampled parameters of ARCH and Levy-stable models

Stavros Degiannakis, Alexandra Livada, Epaminondas Panas

Open source

DOI
10.1080/00036840600994039
Published
2008-12
Container
Applied Economics
Publisher
Informa UK Limited
Open access
unknown

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BibTeX

@article{allodium:10.1080/00036840600994039,
  title = {Rolling-sampled parameters of ARCH and Levy-stable models},
  author = {Stavros Degiannakis and Alexandra Livada and Epaminondas Panas},
  year = {2008},
  journal = {Applied Economics},
  doi = {10.1080/00036840600994039},
  url = {https://doi.org/10.1080/00036840600994039}
}

RIS

TY  - JOUR
TI  - Rolling-sampled parameters of ARCH and Levy-stable models
AU  - Stavros Degiannakis
AU  - Alexandra Livada
AU  - Epaminondas Panas
PY  - 2008
JO  - Applied Economics
DO  - 10.1080/00036840600994039
UR  - https://doi.org/10.1080/00036840600994039
ER  - 

APA

Degiannakis, S., Livada, A., & Panas, E. (2008). Rolling-sampled parameters of ARCH and Levy-stable models. Applied Economics. https://doi.org/10.1080/00036840600994039

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