A Switching ARCH Model for the German DAX Index
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Publication:5452757
DOI10.2202/1558-3708.1290zbMath1260.91263OpenAlexW2000635486MaRDI QIDQ5452757
Sylvia Kaufmann, Martin Scheicher
Publication date: 4 April 2008
Published in: Studies in Nonlinear Dynamics & Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2202/1558-3708.1290
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