Department of Economics and Business Economics

Timo Teräsvirta

Stylized facts of financial time series and three popular models of volatility

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

Standard

Stylized facts of financial time series and three popular models of volatility. / Malmsten, Hans; Teräsvirta, Timo.

In: European Journal of Pure and Applied Mathematics, Vol. 3, No. 3, 2010, p. 443-477.

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

Harvard

Malmsten, H & Teräsvirta, T 2010, 'Stylized facts of financial time series and three popular models of volatility' European Journal of Pure and Applied Mathematics, vol. 3, no. 3, pp. 443-477.

APA

Malmsten, H., & Teräsvirta, T. (2010). Stylized facts of financial time series and three popular models of volatility. European Journal of Pure and Applied Mathematics, 3(3), 443-477.

CBE

Malmsten H, Teräsvirta T. 2010. Stylized facts of financial time series and three popular models of volatility. European Journal of Pure and Applied Mathematics. 3(3):443-477.

MLA

Malmsten, Hans and Timo Teräsvirta. "Stylized facts of financial time series and three popular models of volatility". European Journal of Pure and Applied Mathematics. 2010, 3(3). 443-477.

Vancouver

Malmsten H, Teräsvirta T. Stylized facts of financial time series and three popular models of volatility. European Journal of Pure and Applied Mathematics. 2010;3(3):443-477.

Author

Malmsten, Hans ; Teräsvirta, Timo. / Stylized facts of financial time series and three popular models of volatility. In: European Journal of Pure and Applied Mathematics. 2010 ; Vol. 3, No. 3. pp. 443-477

Bibtex

@article{d4dfe9b007a411e083f5000ea68e967b,
title = "Stylized facts of financial time series and three popular models of volatility",
abstract = "Udgivelsesdato: 2010",
author = "Hans Malmsten and Timo Ter{\"a}svirta",
year = "2010",
language = "English",
volume = "3",
pages = "443--477",
journal = "European Journal of Pure and Applied Mathematics",
issn = "1307-5543",
publisher = "European Journal of Pure and Applied Mathematics",
number = "3",

}

RIS

TY - JOUR

T1 - Stylized facts of financial time series and three popular models of volatility

AU - Malmsten,Hans

AU - Teräsvirta,Timo

PY - 2010

Y1 - 2010

N2 - Udgivelsesdato: 2010

AB - Udgivelsesdato: 2010

M3 - Journal article

VL - 3

SP - 443

EP - 477

JO - European Journal of Pure and Applied Mathematics

T2 - European Journal of Pure and Applied Mathematics

JF - European Journal of Pure and Applied Mathematics

SN - 1307-5543

IS - 3

ER -