Department of Economics and Business Economics

Timo Teräsvirta

Modelling volatility by multiplicative decomposition of the variance

Research output: Contribution to book/anthology/report/proceedingBook chapter

Standard

Modelling volatility by multiplicative decomposition of the variance. / Amado, Cristina; Teräsvirta, Timo.

Suomen Tilastoseuran vuosikirja 2010. Helsinki : Finnish Statistical Society, 2011. p. 63-71.

Research output: Contribution to book/anthology/report/proceedingBook chapter

Harvard

Amado, C & Teräsvirta, T 2011, Modelling volatility by multiplicative decomposition of the variance. in Suomen Tilastoseuran vuosikirja 2010. Finnish Statistical Society, Helsinki, pp. 63-71.

APA

Amado, C., & Teräsvirta, T. (2011). Modelling volatility by multiplicative decomposition of the variance. In Suomen Tilastoseuran vuosikirja 2010 (pp. 63-71). Helsinki: Finnish Statistical Society.

CBE

Amado C, Teräsvirta T. 2011. Modelling volatility by multiplicative decomposition of the variance. In Suomen Tilastoseuran vuosikirja 2010. Helsinki: Finnish Statistical Society. pp. 63-71.

MLA

Amado, Cristina and Timo Teräsvirta "Modelling volatility by multiplicative decomposition of the variance". Suomen Tilastoseuran vuosikirja 2010. Helsinki: Finnish Statistical Society. 2011. 63-71.

Vancouver

Amado C, Teräsvirta T. Modelling volatility by multiplicative decomposition of the variance. In Suomen Tilastoseuran vuosikirja 2010. Helsinki: Finnish Statistical Society. 2011. p. 63-71.

Author

Amado, Cristina ; Teräsvirta, Timo. / Modelling volatility by multiplicative decomposition of the variance. Suomen Tilastoseuran vuosikirja 2010. Helsinki : Finnish Statistical Society, 2011. pp. 63-71

Bibtex

@inbook{79ce6e58b29d41c3ac4f3a2b258c1351,
title = "Modelling volatility by multiplicative decomposition of the variance",
author = "Cristina Amado and Timo Ter{\"a}svirta",
year = "2011",
language = "English",
pages = "63--71",
booktitle = "Suomen Tilastoseuran vuosikirja 2010",
publisher = "Finnish Statistical Society",

}

RIS

TY - CHAP

T1 - Modelling volatility by multiplicative decomposition of the variance

AU - Amado,Cristina

AU - Teräsvirta,Timo

PY - 2011

Y1 - 2011

M3 - Book chapter

SP - 63

EP - 71

BT - Suomen Tilastoseuran vuosikirja 2010

PB - Finnish Statistical Society

CY - Helsinki

ER -