Regime Switching GARCH Models and GARCH Models, in Stock...

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Regime Switching GARCH Models and GARCH Models, in Stock Market of the Developing Countries'

Nazifi, Minoo, Fatahi, Shahram
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Year:
2012
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.1987428
File:
PDF, 910 KB
english, 2012
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