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Timo Teräsvirta

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

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article

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Stylized facts of return series, robust estimates, and three popular models of volatility. / Teräsvirta, Timo; Zhao, Zhenfang.

In: Applied Financial Economics, Vol. 21, No. 1-2, 2011, p. 67-94.

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article

Harvard

Teräsvirta, T & Zhao, Z 2011, 'Stylized facts of return series, robust estimates, and three popular models of volatility' Applied Financial Economics, vol 21, no. 1-2, pp. 67-94. DOI: 10.1080/09603107.2011.523195

APA

Teräsvirta, T., & Zhao, Z. (2011). Stylized facts of return series, robust estimates, and three popular models of volatility. Applied Financial Economics, 21(1-2), 67-94. DOI: 10.1080/09603107.2011.523195

CBE

Teräsvirta T, Zhao Z. 2011. Stylized facts of return series, robust estimates, and three popular models of volatility. Applied Financial Economics. 21(1-2):67-94. Available from: 10.1080/09603107.2011.523195

MLA

Teräsvirta, Timo and Zhenfang Zhao. "Stylized facts of return series, robust estimates, and three popular models of volatility". Applied Financial Economics. 2011, 21(1-2). 67-94. Available: 10.1080/09603107.2011.523195

Vancouver

Teräsvirta T, Zhao Z. Stylized facts of return series, robust estimates, and three popular models of volatility. Applied Financial Economics. 2011;21(1-2):67-94. Available from, DOI: 10.1080/09603107.2011.523195

Author

Teräsvirta, Timo ; Zhao, Zhenfang. / Stylized facts of return series, robust estimates, and three popular models of volatility. In: Applied Financial Economics. 2011 ; Vol. 21, No. 1-2. pp. 67-94

Bibtex

@article{c6138ea0e0e411dfa891000ea68e967b,
title = "Stylized facts of return series, robust estimates, and three popular models of volatility",
author = "Timo Ter\{"a}svirta and Zhenfang Zhao",
year = "2011",
doi = "10.1080/09603107.2011.523195",
language = "English",
volume = "21",
pages = "67--94",
journal = "Applied Financial Economics",
issn = "0960-3107",
publisher = "Routledge",
number = "1-2",

}

RIS

TY - JOUR

T1 - Stylized facts of return series, robust estimates, and three popular models of volatility

AU - Teräsvirta,Timo

AU - Zhao,Zhenfang

PY - 2011

Y1 - 2011

U2 - 10.1080/09603107.2011.523195

DO - 10.1080/09603107.2011.523195

M3 - Journal article

VL - 21

SP - 67

EP - 94

JO - Applied Financial Economics

T2 - Applied Financial Economics

JF - Applied Financial Economics

SN - 0960-3107

IS - 1-2

ER -