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~isPartOf:"Journal of econometrics"
~person:"Amado, Cristina"
~subject:"Estimation"
~subject:"Volatility"
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Amado, Cristina
Aït-Sahalia, Yacine
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Koop, Gary
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Tauchen, George Eugene
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Gallant, A. Ronald
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Journal of econometrics
Department of Economics discussion paper series / University of Oxford
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Modelling volatility by variance decomposition
Amado, Cristina
;
Teräsvirta, Timo
- In:
Journal of econometrics
175
(
2013
)
2
,
pp. 142-153
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