Details Details PDF BIBTEX RIS Title Modelling and Forecasting WIG20 Daily Returns Journal title Central European Journal of Economic Modelling and Econometrics Yearbook 2017 Issue No 3 Authors Amado, Cristina ; Silvennoinen, Annastiina ; Teräsvirta, Timo Keywords autoregressive conditional heteroskedasticity ; forecasting volatility ; modelling volatility ; multiplicative time-varying GARCH ; smooth transition Divisions of PAS Nauki Humanistyczne i Społeczne Coverage 173-200 Publisher Oddział PAN w Łodzi Date 30.09.2017 Type Artykuły / Articles Identifier DOI: 10.24425/cejeme.2017.122208 ; ISSN - 2080-0886, ISSN online - 2080-119X Source Central European Journal of Economic Modelling and Econometrics; 2017; No 3; 173-200 <div class="test"></div>