Modelling volatility by variance decomposition
- 期刊名称Journal of Econometrics
- 作者Amado, Cristina; Teräsvirta, Timo
- 卷第175卷
- 期第2期
- 印刷ISSN0304-4076
- 文件大小609.84KB
- 发表时间2013-8
- DOI10.1016/j.jeconom.2013.03.006
- 页码142-153
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