Markov Switching in GARCH Processes and Mean-Reverting Stock-Market Volatility
Dueker, Michael J.Volume:
15
Language:
english
Pages:
9
Journal:
Journal of Business & Economic Statistics
DOI:
10.1080/07350015.1997.10524683
Date:
January, 1997
File:
PDF, 1.63 MB
english, 1997