Modeling the Interactions between Volatility and Returns using EGARCH?M

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Original language	English
Pages (from-to)	909-919
Number of pages	11
Journal	Journal of Time Series Analysis
Volume	39
DOIs	https://doi.org/10.1111/jtsa.12419
Publication status	Published - 29 Jun 2018

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@article{a3512722a62c4423a4aa591c99c9d3e7,

title = "Modeling the Interactions between Volatility and Returns using EGARCH?M",

author = "Rutger-Jan Lange and AC Harvey",

year = "2018",

month = jun,

day = "29",

doi = "10.1111/jtsa.12419",

language = "English",

volume = "39",

pages = "909--919",

journal = "Journal of Time Series Analysis",

issn = "0143-9782",

publisher = "Wiley-Blackwell",

}