Sign- and Volatility-Switching Arch Models: Theory and Applications to International Stock Markets
| Autor: | Fornari, Fabio, Mele, Antonio |
|---|---|
| Zdroj: | Journal of Applied Econometrics, 1997 Jan 01. 12(1), 49-65. |
| Databáze: | JSTOR Journals |
| Externí odkaz: |
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| Autor: | Fornari, Fabio, Mele, Antonio |
|---|---|
| Zdroj: | Journal of Applied Econometrics, 1997 Jan 01. 12(1), 49-65. |
| Databáze: | JSTOR Journals |
| Externí odkaz: |
|
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