Volatility Components, Affine Restrictions and Non-Normal Innovations

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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@article{c5d9a22afade40eeb755ef8de3d56ee2,

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

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

note = "Link til fuld tekst",

year = "2010",

language = "English",

volume = "28",

pages = "483--502",

journal = "Journal of Business and Economic Statistics",

issn = "0735-0015",

publisher = "Taylor and Francis Ltd.",

number = "4",

}

TY - JOUR

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

EP - 502

JO - Journal of Business and Economic Statistics

JF - Journal of Business and Economic Statistics

IS - 4

ER -