A New Approach to Markov-Switching GARCH Models

DOI10.1093/JJFINEC/NBH020MaRDI QIDQ133444WikidataFDO

Authors M. Haas

Publication date 1 September 2004

Published in Journal of Financial Econometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/JJFINEC/NBH020

Cited in

(1)

• SBAGM

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