A stochastic volatility model with Markov switching

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Author(s)

Journal

  • Journal of Business and Economic Statistics

    Journal of Business and Economic Statistics 16, 244-253, 1998

Cited by:  3

Codes

  • NII Article ID (NAID)
    30022446555
  • Article Type
    Journal Article
  • Data Source
    CJPref 
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