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Regime-switching in volatility and correlation structure using range-based models with Markov-switching
Miao, Daniel Wei-Chung, Wu, Chun-Chou, Su, Yi-KaiVolume:
31
Language:
english
Journal:
Economic Modelling
DOI:
10.1016/j.econmod.2012.11.013
Date:
March, 2013
File:
PDF, 476 KB
english, 2013