Título:

Modelling Changes in the Unconditional Variance of Long Stock Return Series

Autores:

Cristina Amado (U Minho, Aarhus U)
Timo Teräsvirta (Aarhus U)

Revista:

Journal Of Empirical Finance

Ano:

2014

Volume:

25

Páginas:

15-35

Códigos JEL:

C53 - Forecasting and Other Model Applications
C58 - Financial Econometrics
G12 - Asset Pricing; Trading volume; Bond Interest Rates