Sign- and volatility-switching ARCH models : theory and applications to international stock markets

Author(s)

Bibliographic Information

Sign- and volatility-switching ARCH models : theory and applications to international stock markets

by Fabio Fornari and Antonio Mele

（Temi di discussione del Servizio studi, n. 251）

Banca d'Italia, 1995

Available at  / 2 libraries

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Note

Includes bibliographical references (p. [38]-41)

Related Books： 1-1 of 1

Details

  • NCID
    BA2469222X
  • Country Code
    it
  • Title Language Code
    eng
  • Text Language Code
    eng
  • Place of Publication
    Roma
  • Pages/Volumes
    41 p.
  • Size
    30 cm
  • Parent Bibliography ID
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