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accessRights:"restricted"
~accessRights:"free"
~isPartOf:"Economic modelling"
~person:"Hung, Ming-Chin"
~subject:"ARCH model"
~subject:"Estimation theory"
~subject:"Forecasting model"
~type_genre:"Aufsatz in Zeitschrift"
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Empirical analysis of stock indices under a regime-switching model with dependent jump size risks
Hsu, Yuan-Lin
;
Lin, Shih-kuei
;
Hung, Ming-Chin
;
Huang, …
- In:
Economic modelling
54
(
2016
),
pp. 260-275
Persistent link: https://www.econbiz.de/10011642172
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