Department of Economics and Business Economics

Timo Teräsvirta

Modelling volatility by variance decomposition

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal article

Standard

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

In: Journal of Econometrics, Vol. 175, No. 2, 2013, p. 142-153.

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal article

Harvard

Amado, C & Teräsvirta, T 2013, 'Modelling volatility by variance decomposition' Journal of Econometrics, vol 175, no. 2, pp. 142-153. DOI: 10.1016/j.jeconom.2013.03.006

APA

CBE

Amado C, Teräsvirta T. 2013. Modelling volatility by variance decomposition. Journal of Econometrics. 175(2):142-153. Available from: 10.1016/j.jeconom.2013.03.006

MLA

Vancouver

Amado C, Teräsvirta T. Modelling volatility by variance decomposition. Journal of Econometrics. 2013;175(2):142-153. Available from, DOI: 10.1016/j.jeconom.2013.03.006

Author

Amado, Cristina ; Teräsvirta, Timo. / Modelling volatility by variance decomposition. In: Journal of Econometrics. 2013 ; Vol. 175, No. 2. pp. 142-153

Bibtex

@article{18c8cc6d40054031b033598f13093c0d,
title = "Modelling volatility by variance decomposition",
author = "Cristina Amado and Timo Ter\{"a}svirta",
year = "2013",
doi = "10.1016/j.jeconom.2013.03.006",
language = "English",
volume = "175",
pages = "142--153",
journal = "Journal of Econometrics",
issn = "0304-4076",
publisher = "Elsevier BV",
number = "2",

}

RIS

TY - JOUR

T1 - Modelling volatility by variance decomposition

AU - Amado,Cristina

AU - Teräsvirta,Timo

PY - 2013

Y1 - 2013

U2 - 10.1016/j.jeconom.2013.03.006

DO - 10.1016/j.jeconom.2013.03.006

M3 - Journal article

VL - 175

SP - 142

EP - 153

JO - Journal of Econometrics

T2 - Journal of Econometrics

JF - Journal of Econometrics

SN - 0304-4076

IS - 2

ER -