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Modeling Time-Varying Volatility in Financial Returns: Evidence from the Bond Markets

Cristina Amado and Helinä Laakkonen

in Essays in Nonlinear Time Series Econometrics

Published in print:
2014
Published Online:
August 2014
ISBN:
9780199679959
eISBN:
9780191760136
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199679959.003.0006
Subject:
Economics and Finance, Econometrics

The “unusually uncertain” phase in the global financial markets has inspired many researchers to study the effects of ambiguity (or “Knightian uncertainty”) on the decisions made by investors and ... More


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