A Markov Model of Switching-Regime ARCH

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Author(s)

Journal

  • Journal of Business & Economic Statistics

    Journal of Business & Economic Statistics 12, 309-316, 1994

Cited by:  1

Codes

  • NII Article ID (NAID)
    30022446365
  • Article Type
    Journal Article
  • Data Source
    CJPref 
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