Stylized facts of return series, robust estimates and three popular models of volatility
| Year of publication: |
2011
|
|---|---|
| Authors: | Terasvirta, Timo ; Zhao, Zhenfang |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 10779735. - Vol. 21.2011, 1, p. 67-95
|