Department of Economics and Business Economics

Timo Teräsvirta

Stylized facts of return series, robust estimates, and three popular models of volatility

Research output: Research - peer-reviewJournal article

  • School of Economics and Management
Original languageEnglish
JournalApplied Financial Economics
Volume21
Issue number1-2
Pages (from-to)67-94
ISSN0960-3107
DOIs
StatePublished - 2011

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