Autoregressive conditional heteroskedasticity and changes in regime

• James D Hamilton

• Raul Susmel

収録刊行物

• Journal of Econometrics

  Journal of Econometrics 64 (1-2), 307-333, 1994-09

  Elsevier BV

キーワード

• Applied Mathematics
• Economics and Econometrics

詳細情報

• CRID: 1361418518925327104
• NII論文ID: 30009034950
• DOI: 10.1016/0304-4076(94)90067-1
• ISSN: 03044076
• Web Site: https://api.elsevier.com/content/article/PII:0304407694900671?httpAccept=text/xml
• Web Site: https://api.elsevier.com/content/article/PII:0304407694900671?httpAccept=text/plain
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