Modelling the risk-return tradeoff when volatility may be non-stationary

Christian M. Dahl, Emma M. Iglesias

Research output: Contribution to journalJournal articleResearchpeer-review

Original languageEnglish
JournalJournal of Time Series Econometrics
Volume3
Issue number1
Pages (from-to)1-32
Number of pages32
ISSN2194-6507
Publication statusPublished - 2011

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