A Regime-Switching Model of Long-Term Stock Returns (Q5718204): Difference between revisions

@@ Property / author @@
-Mary R. Hardy
@@ Property / author: Mary R. Hardy / rank @@
-Normal rank
@@ Property / author @@
+Mary R. Hardy
@@ Property / author: Mary R. Hardy / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1080/10920277.2001.10595984
+Normal rank
@@ Property / OpenAlex ID @@
+W2293176873
@@ Property / OpenAlex ID: W2293176873 / rank @@
+Normal rank
@@ Property / cites work @@
+A new look at the statistical model identification
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+Generalized autoregressive conditional heteroscedasticity
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+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
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+A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
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@@ Property / cites work @@
+Q4840212
@@ Property / cites work: Q4840212 / rank @@
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@@ Property / cites work @@
+Autoregressive conditional heteroskedasticity and changes in regime
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+Estimating the dimension of a model
@@ Property / cites work: Estimating the dimension of a model / rank @@
+Normal rank
@@ Property / cites work @@
+A synthesis of risk measures for capital adequacy
@@ Property / cites work: A synthesis of risk measures for capital adequacy / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:5718204