Modelling and forecasting WIG20 daily returns

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

In: Central European Journal of Economic Modelling and Econometrics, Vol. 9, No. 3, 2017, p. 173-200.

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

Harvard

Amado, C, Silvennoinen, A & Terasvirta, T 2017, 'Modelling and forecasting WIG20 daily returns', Central European Journal of Economic Modelling and Econometrics, vol. 9, no. 3, pp. 173-200. <http://cejeme.org/publishedarticles/2017-17-29-636423094307656250-5104.pdf>

APA

Amado, C., Silvennoinen, A., & Terasvirta, T. (2017). Modelling and forecasting WIG20 daily returns. Central European Journal of Economic Modelling and Econometrics, 9(3), 173-200. http://cejeme.org/publishedarticles/2017-17-29-636423094307656250-5104.pdf

CBE

Amado C, Silvennoinen A, Terasvirta T. 2017. Modelling and forecasting WIG20 daily returns. Central European Journal of Economic Modelling and Econometrics. 9(3):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(3). 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(3):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, No. 3. pp. 173-200.

Bibtex

@article{b332ecc5c7f3486bbba1168664ab00ca,

title = "Modelling and forecasting WIG20 daily returns",

author = "Cristina Amado and Annastiina Silvennoinen and Timo Terasvirta",

year = "2017",

language = "English",

volume = "9",

pages = "173--200",

journal = "Central European Journal of Economic Modelling and Econometrics",

number = "3",

}

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

JF - Central European Journal of Economic Modelling and Econometrics

IS - 3

ER -

Department of Economics and Business Economics