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Stylized Facts of Daily Return Series and the Hidden Markov Model
Tobias Rydén, Timo Teräsvirta and Stefan ÅsbrinkVolume:
13
Language:
english
Journal:
Journal of Applied Econometrics
DOI:
10.2307/223228
Date:
May, 1998
File:
PDF, 1.36 MB
english, 1998