Stock market dynamics in a regime-switching asymmetric power GARCH model
Year of publication: |
2006
|
---|---|
Authors: | Ane, Thierry ; Ureche-Rangau, Loredana |
Published in: |
International Review of Financial Analysis. - Elsevier, ISSN 1057-5219. - Vol. 15.2006, 2, p. 109-129
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Publisher: |
Elsevier |
Saved in:
Online Resource
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