A switching ARCH model for German DAX index
Sylvia Kaufmann; Martin Scheicher
Year of publication: |
2006
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Authors: | Kaufmann, Sylvia ; Scheicher, Martin |
Published in: |
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet. - Berlin : De Gruyter, ISSN 1558-3708, ZDB-ID 13852619. - Vol. 10.2006, 4, p. 1-35
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