Department of Economics and Business Economics

Modelling and forecasting WIG20 daily returns

Research output: Research - peer-reviewJournal article

  • Cristina Amado
  • Annastiina Silvennoinen
    Annastiina SilvennoinenSchool of Economics and Finance, Queensland University of TechnologyAustralia
  • Timo Terasvirta
Original languageEnglish
JournalCentral European Journal of Economic Modelling and Econometrics
Volume9
Issue number3
Pages (from-to)173-200
Number of pages28
StatePublished - 2017

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