A latent‐factor‐driven endogenous <scp>regime‐switching non‐Gaussian</scp> model : Evidence from simulation and application
Year of publication: |
2020
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Authors: | Bu, Ruijun ; Cheng, Jie ; Jawadi, Fredj |
Published in: |
International Journal of Finance & Economics. - Wiley, ISSN 1099-1158, ZDB-ID 1493204-0. - Vol. 27.2020, 4 (05.08.), p. 3881-3896
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Publisher: |
Wiley |
Saved in:
Online Resource
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