Modelling volatility by variance decomposition
| Year of publication: |
2013
|
|---|---|
| Authors: | Amado, Cristina ; Teräsvirta, Timo |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 175.2013, 2, p. 142-153
|