Volatility Components, Affine Restrictions and Non-Normal Innovations

Peter F. Christoffersen, Kris Jacobs, Christian Dorion, Yintian Wang

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

Original language	English
Journal	Journal of Business and Economic Statistics
Volume	28
Issue number	4
Pages (from-to)	483-502
ISSN	0735-0015
Publication status	Published - 2010

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title = "Volatility Components, Affine Restrictions and Non-Normal Innovations",

author = "Christoffersen, {Peter F.} and Kris Jacobs and Christian Dorion and Yintian Wang",

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year = "2010",

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pages = "483--502",

journal = "Journal of Business and Economic Statistics",

issn = "0735-0015",

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T1 - Volatility Components, Affine Restrictions and Non-Normal Innovations

AU - Christoffersen, Peter F.

AU - Jacobs, Kris

AU - Dorion, Christian

AU - Wang, Yintian

N1 - Link til fuld tekst

PY - 2010

Y1 - 2010

M3 - Journal article

SN - 0735-0015

VL - 28

SP - 483

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JO - Journal of Business and Economic Statistics

JF - Journal of Business and Economic Statistics

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