Original language | English |
---|---|
Journal | Journal of Time Series Econometrics |
Volume | 3 |
Issue number | 1 |
Pages (from-to) | 1-32 |
Number of pages | 32 |
ISSN | 2194-6507 |
Publication status | Published - 2011 |
Modelling the risk-return tradeoff when volatility may be non-stationary
Christian M. Dahl, Emma M. Iglesias
Research output: Contribution to journal › Journal article › Research › peer-review