A Stochastic Volatility Model with Markov Switching

• Mike K. P. So

• K. Lam

• W. K. Li

Journal

• Journal of Business & Economic Statistics

  Journal of Business & Economic Statistics 16 (2), 244-, 1998-04

  JSTOR

Keywords

• Statistics, Probability and Uncertainty
• Economics and Econometrics
• Social Sciences (miscellaneous)
• Statistics and Probability

Details

• CRID: 1361137046084817920
• NII Article ID: 30022446555
• DOI: 10.2307/1392580
• ISSN: 07350015
• Data Source:
  • Crossref
  • CiNii Articles