The moments of first order Log-ACD models

Luc Bauwens, Fausto Galli, Pierre Giot

Research output: Contribution in Book/Catalog/Report/Conference proceedingChapter

Original languageEnglish
Title of host publicationModeling Seasonality and Periodicity, Proceedings of the 3rd International Symposium on Frontiers of Time Series Modeling
EditorsInstitute of, Statistical Mathematics
Pages213-237
Number of pages25
Publication statusPublished - 2002

Cite this

Bauwens, L., Galli, F., & Giot, P. (2002). The moments of first order Log-ACD models. In I. of, & S. Mathematics (Eds.), Modeling Seasonality and Periodicity, Proceedings of the 3rd International Symposium on Frontiers of Time Series Modeling (pp. 213-237)
Bauwens, Luc ; Galli, Fausto ; Giot, Pierre. / The moments of first order Log-ACD models. Modeling Seasonality and Periodicity, Proceedings of the 3rd International Symposium on Frontiers of Time Series Modeling. editor / Institute of ; Statistical Mathematics. 2002. pp. 213-237
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editor = "Institute of and Statistical Mathematics",
booktitle = "Modeling Seasonality and Periodicity, Proceedings of the 3rd International Symposium on Frontiers of Time Series Modeling",

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Bauwens, L, Galli, F & Giot, P 2002, The moments of first order Log-ACD models. in I of & S Mathematics (eds), Modeling Seasonality and Periodicity, Proceedings of the 3rd International Symposium on Frontiers of Time Series Modeling. pp. 213-237.

The moments of first order Log-ACD models. / Bauwens, Luc; Galli, Fausto; Giot, Pierre.

Modeling Seasonality and Periodicity, Proceedings of the 3rd International Symposium on Frontiers of Time Series Modeling. ed. / Institute of; Statistical Mathematics. 2002. p. 213-237.

Research output: Contribution in Book/Catalog/Report/Conference proceedingChapter

TY - CHAP

T1 - The moments of first order Log-ACD models

AU - Bauwens, Luc

AU - Galli, Fausto

AU - Giot, Pierre

N1 - Publication editors : Institute of Statistical Mathematics, Tokyo

PY - 2002

Y1 - 2002

M3 - Chapter

SP - 213

EP - 237

BT - Modeling Seasonality and Periodicity, Proceedings of the 3rd International Symposium on Frontiers of Time Series Modeling

A2 - of, Institute

A2 - Mathematics, Statistical

ER -

Bauwens L, Galli F, Giot P. The moments of first order Log-ACD models. In of I, Mathematics S, editors, Modeling Seasonality and Periodicity, Proceedings of the 3rd International Symposium on Frontiers of Time Series Modeling. 2002. p. 213-237