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

Cite this

@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",

}

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 journalJournal articleResearchpeer-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

ER -