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

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

Cite this

Dahl, Christian M. ; Iglesias, Emma M. . / Modelling the risk-return tradeoff when volatility may be non-stationary. In: Journal of Time Series Econometrics. 2011 ; Vol. 3, No. 1. pp. 1-32.
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year = "2011",
language = "English",
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journal = "Journal of Time Series Econometrics",
issn = "2194-6507",
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Dahl, CM & Iglesias, EM 2011, 'Modelling the risk-return tradeoff when volatility may be non-stationary', Journal of Time Series Econometrics, vol. 3, no. 1, pp. 1-32.

Modelling the risk-return tradeoff when volatility may be non-stationary. / Dahl, Christian M.; Iglesias, Emma M. .

In: Journal of Time Series Econometrics, Vol. 3, No. 1, 2011, p. 1-32.

Research output: Contribution to journal › Journal article › Research › peer-review

TY - JOUR

T1 - Modelling the risk-return tradeoff when volatility may be non-stationary

AU - Dahl, Christian M.

AU - Iglesias, Emma M.

PY - 2011

Y1 - 2011

M3 - Journal article

VL - 3

SP - 1

EP - 32

JO - Journal of Time Series Econometrics

JF - Journal of Time Series Econometrics

SN - 2194-6507

IS - 1

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Dahl CM, Iglesias EM. Modelling the risk-return tradeoff when volatility may be non-stationary. Journal of Time Series Econometrics. 2011;3(1):1-32.