A Markov Model of Switching-Regime ARCH
Year of publication: |
1994
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Authors: | Cai, Jun |
Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122x. - Vol. 12.1994, 3, p. 309-316
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Saved in:
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