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