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Modelling Volatility by Variance Decomposition
AuthID
P-004-ZQY
2
Author(s)
Amado, C
·
Terasvirta, T
Document Type
Article
Year published
2013
Published
in
JOURNAL OF ECONOMETRICS,
ISSN: 0304-4076
Volume: 175, Issue: 2, Pages: 142-153 (12)
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Publication Identifiers
DOI
:
10.1016/j.jeconom.2013.03.006
Scopus
: 2-s2.0-84877585070
Wos
: WOS:000319784800007
Source Identifiers
ISSN
: 0304-4076
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