{"date_created":"2018-10-10T11:08:54Z","page":"850-867","doi":"10.1016/j.econmod.2007.11.007","publication_status":"published","issue":"5","user_id":"10075","citation":{"bibtex":"@article{Feng_McNeil_2008, title={Modelling of scale change, periodicity and conditional heteroskedasticity in return volatility}, volume={25}, DOI={<a href=\"https://doi.org/10.1016/j.econmod.2007.11.007\">10.1016/j.econmod.2007.11.007</a>}, number={5}, journal={Economic Modelling}, publisher={Elsevier BV}, author={Feng, Yuanhua and McNeil, Alexander J.}, year={2008}, pages={850–867} }","short":"Y. Feng, A.J. McNeil, Economic Modelling 25 (2008) 850–867.","chicago":"Feng, Yuanhua, and Alexander J. McNeil. “Modelling of Scale Change, Periodicity and Conditional Heteroskedasticity in Return Volatility.” <i>Economic Modelling</i> 25, no. 5 (2008): 850–67. <a href=\"https://doi.org/10.1016/j.econmod.2007.11.007\">https://doi.org/10.1016/j.econmod.2007.11.007</a>.","mla":"Feng, Yuanhua, and Alexander J. McNeil. “Modelling of Scale Change, Periodicity and Conditional Heteroskedasticity in Return Volatility.” <i>Economic Modelling</i>, vol. 25, no. 5, Elsevier BV, 2008, pp. 850–67, doi:<a href=\"https://doi.org/10.1016/j.econmod.2007.11.007\">10.1016/j.econmod.2007.11.007</a>.","ama":"Feng Y, McNeil AJ. Modelling of scale change, periodicity and conditional heteroskedasticity in return volatility. <i>Economic Modelling</i>. 2008;25(5):850-867. doi:<a href=\"https://doi.org/10.1016/j.econmod.2007.11.007\">10.1016/j.econmod.2007.11.007</a>","ieee":"Y. Feng and A. J. McNeil, “Modelling of scale change, periodicity and conditional heteroskedasticity in return volatility,” <i>Economic Modelling</i>, vol. 25, no. 5, pp. 850–867, 2008.","apa":"Feng, Y., &#38; McNeil, A. J. (2008). Modelling of scale change, periodicity and conditional heteroskedasticity in return volatility. <i>Economic Modelling</i>, <i>25</i>(5), 850–867. <a href=\"https://doi.org/10.1016/j.econmod.2007.11.007\">https://doi.org/10.1016/j.econmod.2007.11.007</a>"},"volume":25,"_id":"4609","title":"Modelling of scale change, periodicity and conditional heteroskedasticity in return volatility","publication_identifier":{"issn":["0264-9993"]},"department":[{"_id":"206"}],"author":[{"first_name":"Yuanhua","full_name":"Feng, Yuanhua","last_name":"Feng","id":"20760"},{"first_name":"Alexander J.","last_name":"McNeil","full_name":"McNeil, Alexander J."}],"publisher":"Elsevier BV","extern":"1","year":"2008","status":"public","intvolume":"        25","date_updated":"2022-01-06T07:01:14Z","type":"journal_article","publication":"Economic Modelling","language":[{"iso":"eng"}]}