Autoregressive conditional heteroskedasticity and changes in regime
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Publication:1341198
DOI10.1016/0304-4076(94)90067-1zbMath0825.62950OpenAlexW2157895285MaRDI QIDQ1341198
James D. Hamilton, Raul Susmel
Publication date: 28 November 1995
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4076(94)90067-1
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