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Exponential GARCH Modeling With Realized Measures of Volatility

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

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Exponential GARCH Modeling With Realized Measures of Volatility. / Hansen, Peter Reinhard; Huang, Zhuo.

In: Journal of Business and Economic Statistics, Vol. 34, No. 2, 2016, p. 269-287.

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

Harvard

Hansen, PR & Huang, Z 2016, 'Exponential GARCH Modeling With Realized Measures of Volatility', Journal of Business and Economic Statistics, vol. 34, no. 2, pp. 269-287. https://doi.org/10.1080/07350015.2015.1038543

APA

Hansen, P. R., & Huang, Z. (2016). Exponential GARCH Modeling With Realized Measures of Volatility. Journal of Business and Economic Statistics, 34(2), 269-287. https://doi.org/10.1080/07350015.2015.1038543

CBE

Hansen PR, Huang Z. 2016. Exponential GARCH Modeling With Realized Measures of Volatility. Journal of Business and Economic Statistics. 34(2):269-287. https://doi.org/10.1080/07350015.2015.1038543

MLA

Vancouver

Hansen PR, Huang Z. Exponential GARCH Modeling With Realized Measures of Volatility. Journal of Business and Economic Statistics. 2016;34(2):269-287. https://doi.org/10.1080/07350015.2015.1038543

Author

Hansen, Peter Reinhard ; Huang, Zhuo. / Exponential GARCH Modeling With Realized Measures of Volatility. In: Journal of Business and Economic Statistics. 2016 ; Vol. 34, No. 2. pp. 269-287.

Bibtex

@article{4ea27fb2867d46a8ad3b8417bd89ecdc,
title = "Exponential GARCH Modeling With Realized Measures of Volatility",
author = "Hansen, {Peter Reinhard} and Zhuo Huang",
year = "2016",
doi = "10.1080/07350015.2015.1038543",
language = "English",
volume = "34",
pages = "269--287",
journal = "Journal of Business and Economic Statistics",
issn = "0735-0015",
publisher = "Taylor & Francis Inc.",
number = "2",

}

RIS

TY - JOUR

T1 - Exponential GARCH Modeling With Realized Measures of Volatility

AU - Hansen, Peter Reinhard

AU - Huang, Zhuo

PY - 2016

Y1 - 2016

U2 - 10.1080/07350015.2015.1038543

DO - 10.1080/07350015.2015.1038543

M3 - Journal article

VL - 34

SP - 269

EP - 287

JO - Journal of Business and Economic Statistics

JF - Journal of Business and Economic Statistics

SN - 0735-0015

IS - 2

ER -