Department of Economics and Business Economics

Timo Teräsvirta

Conditional heteroskedasticity

Research output: Contribution to book/anthology/report/proceedingEncyclopedia entryResearchpeer-review

Standard

Conditional heteroskedasticity. / Teräsvirta, Timo.

Encyclopedia of Quantitative Finance. ed. / Rama Cont. Hoboken, N.J. : John Wiley & Sons Ltd, 2010. p. 809-820.

Research output: Contribution to book/anthology/report/proceedingEncyclopedia entryResearchpeer-review

Harvard

Teräsvirta, T 2010, Conditional heteroskedasticity. in R Cont (ed.), Encyclopedia of Quantitative Finance. John Wiley & Sons Ltd, Hoboken, N.J., pp. 809-820.

APA

Teräsvirta, T. (2010). Conditional heteroskedasticity. In R. Cont (Ed.), Encyclopedia of Quantitative Finance (pp. 809-820). Hoboken, N.J.: John Wiley & Sons Ltd.

CBE

Teräsvirta T. 2010. Conditional heteroskedasticity. Cont R, editor. In Encyclopedia of Quantitative Finance. Hoboken, N.J.: John Wiley & Sons Ltd. pp. 809-820.

MLA

Teräsvirta, Timo "Conditional heteroskedasticity". Cont, Rama (editors). Encyclopedia of Quantitative Finance. Hoboken, N.J.: John Wiley & Sons Ltd. 2010. 809-820.

Vancouver

Teräsvirta T. Conditional heteroskedasticity. In Cont R, editor, Encyclopedia of Quantitative Finance. Hoboken, N.J.: John Wiley & Sons Ltd. 2010. p. 809-820.

Author

Teräsvirta, Timo. / Conditional heteroskedasticity. Encyclopedia of Quantitative Finance. editor / Rama Cont. Hoboken, N.J. : John Wiley & Sons Ltd, 2010. pp. 809-820

Bibtex

@inbook{a9d382d2047c415bb26d19b4719339bc,
title = "Conditional heteroskedasticity",
author = "Timo Ter{\"a}svirta",
year = "2010",
language = "English",
isbn = "9780470057568",
pages = "809--820",
editor = "Rama Cont",
booktitle = "Encyclopedia of Quantitative Finance",
publisher = "John Wiley & Sons Ltd",

}

RIS

TY - ENCYC

T1 - Conditional heteroskedasticity

AU - Teräsvirta,Timo

PY - 2010

Y1 - 2010

M3 - Encyclopedia entry

SN - 9780470057568

SP - 809

EP - 820

BT - Encyclopedia of Quantitative Finance

PB - John Wiley & Sons Ltd

CY - Hoboken, N.J.

ER -