Modelling volatility by variance decomposition

Modelling volatility by variance decomposition

Amado, Cristina, Teräsvirta, Timo
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Volume:
175
Language:
english
Journal:
Journal of Econometrics
DOI:
10.1016/j.jeconom.2013.03.006
Date:
August, 2013
File:
PDF, 610 KB
english, 2013
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