Department of Economics and Business Economics

Models with Multiplicative Decomposition of Conditional Variances and Correlations

Research output: Contribution to book/anthology/report/proceedingBook chapterResearchpeer-review

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Models with Multiplicative Decomposition of Conditional Variances and Correlations. / Amado, Cristina; Silvennoinen, Annastiina; Terasvirta, Timo.

Financial Mathematics, Volatility and Covariance Modelling. ed. / Julien Chevallier; Stéphane Goutte; David Guerreiro; Sophie Saglio; Bilel Sanjahi. Vol. 2 Routledge, 2019. p. 217-260 (Routledge Advances in Applied Financial Econometrics).

Research output: Contribution to book/anthology/report/proceedingBook chapterResearchpeer-review

Harvard

Amado, C, Silvennoinen, A & Terasvirta, T 2019, Models with Multiplicative Decomposition of Conditional Variances and Correlations. in J Chevallier, S Goutte, D Guerreiro, S Saglio & B Sanjahi (eds), Financial Mathematics, Volatility and Covariance Modelling. vol. 2, Routledge, Routledge Advances in Applied Financial Econometrics, pp. 217-260.

APA

Amado, C., Silvennoinen, A., & Terasvirta, T. (2019). Models with Multiplicative Decomposition of Conditional Variances and Correlations. In J. Chevallier, S. Goutte, D. Guerreiro, S. Saglio, & B. Sanjahi (Eds.), Financial Mathematics, Volatility and Covariance Modelling (Vol. 2, pp. 217-260). Routledge. Routledge Advances in Applied Financial Econometrics

CBE

Amado C, Silvennoinen A, Terasvirta T. 2019. Models with Multiplicative Decomposition of Conditional Variances and Correlations. Chevallier J, Goutte S, Guerreiro D, Saglio S, Sanjahi B, editors. In Financial Mathematics, Volatility and Covariance Modelling. Routledge. pp. 217-260. (Routledge Advances in Applied Financial Econometrics).

MLA

Amado, Cristina, Annastiina Silvennoinen, and Timo Terasvirta "Models with Multiplicative Decomposition of Conditional Variances and Correlations"., Chevallier, Julien , Goutte, Stéphane Guerreiro, David Saglio, Sophie Sanjahi, Bilel (editors). Financial Mathematics, Volatility and Covariance Modelling. Chapter 9, Routledge. (Routledge Advances in Applied Financial Econometrics). 2019, 217-260.

Vancouver

Amado C, Silvennoinen A, Terasvirta T. Models with Multiplicative Decomposition of Conditional Variances and Correlations. In Chevallier J, Goutte S, Guerreiro D, Saglio S, Sanjahi B, editors, Financial Mathematics, Volatility and Covariance Modelling. Vol. 2. Routledge. 2019. p. 217-260. (Routledge Advances in Applied Financial Econometrics).

Author

Amado, Cristina ; Silvennoinen, Annastiina ; Terasvirta, Timo. / Models with Multiplicative Decomposition of Conditional Variances and Correlations. Financial Mathematics, Volatility and Covariance Modelling. editor / Julien Chevallier ; Stéphane Goutte ; David Guerreiro ; Sophie Saglio ; Bilel Sanjahi. Vol. 2 Routledge, 2019. pp. 217-260 (Routledge Advances in Applied Financial Econometrics).

Bibtex

@inbook{435943113a304dc0b8a2dd49adb0e37c,
title = "Models with Multiplicative Decomposition of Conditional Variances and Correlations",
author = "Cristina Amado and Annastiina Silvennoinen and Timo Terasvirta",
year = "2019",
language = "English",
isbn = "978-1-13-806094-4",
volume = "2",
pages = "217--260",
editor = "Chevallier, {Julien } and St{\'e}phane Goutte and David Guerreiro and Sophie Saglio and Bilel Sanjahi",
booktitle = "Financial Mathematics, Volatility and Covariance Modelling",
publisher = "Routledge",

}

RIS

TY - CHAP

T1 - Models with Multiplicative Decomposition of Conditional Variances and Correlations

AU - Amado, Cristina

AU - Silvennoinen, Annastiina

AU - Terasvirta, Timo

PY - 2019

Y1 - 2019

M3 - Book chapter

SN - 978-1-13-806094-4

VL - 2

SP - 217

EP - 260

BT - Financial Mathematics, Volatility and Covariance Modelling

A2 - Chevallier, Julien

A2 - Goutte, Stéphane

A2 - Guerreiro, David

A2 - Saglio, Sophie

A2 - Sanjahi, Bilel

PB - Routledge

ER -