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~isPartOf:"Journal of econometrics"
~language:"eng"
~person:"Amado, Cristina"
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Amado, Cristina
Phillips, Peter C. B.
37
Yu, Jun
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Journal of econometrics
Department of Economics discussion paper series / University of Oxford
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Financial mathematics, volatility and covariance modelling
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Modelling volatility by variance decomposition
Amado, Cristina
;
Teräsvirta, Timo
- In:
Journal of econometrics
175
(
2013
)
2
,
pp. 142-153
Persistent link: https://www.econbiz.de/10009764416
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