Forecasting Stock Market Volatility with Regime-Switching...

Studies in Nonlinear Dynamics and Econometrics 2005 / 01 Vol. 9; Iss. 4

Forecasting Stock Market Volatility with Regime-Switching GARCH Models

Marcucci, Juri
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Volume:
9
Language:
english
Journal:
Studies in Nonlinear Dynamics & Econometrics
DOI:
10.2202/1558-3708.1145
Date:
January, 2005
File:
PDF, 616 KB
english, 2005
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