How Persistent is Stock Return Volatility? An Answer with Markov Regime Switching Stochastic Volatility Models
Soosung Hwang, Steve E. Satchell, Pedro L. Valls PereiraVolume:
34
Year:
2007
Language:
english
Pages:
23
DOI:
10.1111/j.1468-5957.2007.02025.x
File:
PDF, 606 KB
english, 2007