Department of Economics and Business Economics

Modelling and forecasting WIG20 daily returns

Research output: Research - peer-reviewJournal article

Standard

Modelling and forecasting WIG20 daily returns. / Amado, Cristina; Silvennoinen, Annastiina; Terasvirta, Timo.

In: Central European Journal of Economic Modelling and Econometrics, Vol. 9, 2017, p. 173-200.

Research output: Research - peer-reviewJournal article

Harvard

Amado, C, Silvennoinen, A & Terasvirta, T 2017, 'Modelling and forecasting WIG20 daily returns' Central European Journal of Economic Modelling and Econometrics, vol 9, pp. 173-200.

APA

Amado, C., Silvennoinen, A., & Terasvirta, T. (2017). Modelling and forecasting WIG20 daily returns. Central European Journal of Economic Modelling and Econometrics, 9, 173-200.

CBE

Amado C, Silvennoinen A, Terasvirta T. 2017. Modelling and forecasting WIG20 daily returns. Central European Journal of Economic Modelling and Econometrics. 9:173-200.

MLA

Amado, Cristina, Annastiina Silvennoinen, and Timo Terasvirta. "Modelling and forecasting WIG20 daily returns". Central European Journal of Economic Modelling and Econometrics. 2017, 9. 173-200.

Vancouver

Amado C, Silvennoinen A, Terasvirta T. Modelling and forecasting WIG20 daily returns. Central European Journal of Economic Modelling and Econometrics. 2017;9:173-200.

Author

Amado, Cristina ; Silvennoinen, Annastiina ; Terasvirta, Timo. / Modelling and forecasting WIG20 daily returns. In: Central European Journal of Economic Modelling and Econometrics. 2017 ; Vol. 9. pp. 173-200

Bibtex

@article{b332ecc5c7f3486bbba1168664ab00ca,
title = "Modelling and forecasting WIG20 daily returns",
author = "Cristina Amado and Annastiina Silvennoinen and Timo Terasvirta",
year = "2017",
volume = "9",
pages = "173--200",
journal = "Central European Journal of Economic Modelling and Econometrics",

}

RIS

TY - JOUR

T1 - Modelling and forecasting WIG20 daily returns

AU - Amado,Cristina

AU - Silvennoinen,Annastiina

AU - Terasvirta,Timo

PY - 2017

Y1 - 2017

M3 - Journal article

VL - 9

SP - 173

EP - 200

JO - Central European Journal of Economic Modelling and Econometrics

T2 - Central European Journal of Economic Modelling and Econometrics

JF - Central European Journal of Economic Modelling and Econometrics

ER -