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

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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: Research - peer-reviewJournal article

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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 Teräsvirta and Zhenfang Zhao",
year = "2011",
doi = "10.1080/09603107.2011.523195",
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 -