CREATES

Stationary Threshold Vector Autoregressive Models

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articlepeer-review

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Stationary Threshold Vector Autoregressive Models. / Grynkiv, Galyna; Stentoft, Lars.

In: Journal of Risk and Financial Management, Vol. 11, No. 3, 45, 2018.

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articlepeer-review

Harvard

Grynkiv, G & Stentoft, L 2018, 'Stationary Threshold Vector Autoregressive Models', Journal of Risk and Financial Management, vol. 11, no. 3, 45. https://doi.org/10.3390/jrfm11030045

APA

Grynkiv, G., & Stentoft, L. (2018). Stationary Threshold Vector Autoregressive Models. Journal of Risk and Financial Management, 11(3), [45]. https://doi.org/10.3390/jrfm11030045

CBE

Grynkiv G, Stentoft L. 2018. Stationary Threshold Vector Autoregressive Models. Journal of Risk and Financial Management. 11(3):Article 45. https://doi.org/10.3390/jrfm11030045

MLA

Grynkiv, Galyna and Lars Stentoft. "Stationary Threshold Vector Autoregressive Models". Journal of Risk and Financial Management. 2018. 11(3). https://doi.org/10.3390/jrfm11030045

Vancouver

Grynkiv G, Stentoft L. Stationary Threshold Vector Autoregressive Models. Journal of Risk and Financial Management. 2018;11(3). 45. https://doi.org/10.3390/jrfm11030045

Author

Grynkiv, Galyna ; Stentoft, Lars. / Stationary Threshold Vector Autoregressive Models. In: Journal of Risk and Financial Management. 2018 ; Vol. 11, No. 3.

Bibtex

@article{c342b49197a4445db023ee99056b977d,
title = "Stationary Threshold Vector Autoregressive Models",
author = "Galyna Grynkiv and Lars Stentoft",
year = "2018",
doi = "10.3390/jrfm11030045",
language = "English",
volume = "11",
journal = "Journal of Risk and Financial Management",
number = "3",

}

RIS

TY - JOUR

T1 - Stationary Threshold Vector Autoregressive Models

AU - Grynkiv, Galyna

AU - Stentoft, Lars

PY - 2018

Y1 - 2018

U2 - 10.3390/jrfm11030045

DO - 10.3390/jrfm11030045

M3 - Journal article

VL - 11

JO - Journal of Risk and Financial Management

JF - Journal of Risk and Financial Management

IS - 3

M1 - 45

ER -