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

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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

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@article{ce8e092ee8ac4642b06463b9ff1b2c96,

title = "Modelling the risk-return tradeoff when volatility may be non-stationary",

author = "Dahl, \{Christian M.\} and Iglesias, \{Emma M.\}",

year = "2011",

language = "English",

volume = "3",

pages = "1--32",

journal = "Journal of Time Series Econometrics",

issn = "2194-6507",

publisher = "De Gruyter",

number = "1",

}