@ARTICLE{Triacca_Umberto_Volatility_2009,
 author={Triacca, Umberto},
 number={No 3},
 journal={Central European Journal of Economic Modelling and Econometrics},
 pages={285-291},
 howpublished={online},
 year={2009},
 publisher={Oddział PAN w Łodzi},
 abstract={Volatility persistence is a stylized statistical property of financial time-series data such as exchange rates and stock returns. The purpose of this letter is to investigate the relationship between volatility persistence and predictability of squared returns.},
 type={Artykuły / Articles},
 title={Volatility Persistence and Predictability of Squared Returns in GARCH(1,1) Models},
 URL={http://journals.pan.pl/Content/106546/PDF-MASTER/mainFile.pdf},
 doi={10.24425/cejeme.2009.122236},
 keywords={GARCH Models, returns, time series, volatility persistence},
}