Department of Economics and Business Economics

Timo Teräsvirta

Modelling volatility by variance decomposition

Research output: Research - peer-reviewJournal article

Original languageEnglish
JournalJournal of Econometrics
Volume175
Issue number2
Pages (from-to)142-153
Number of pages12
ISSN0304-4076
DOIs
StatePublished - 2013

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