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~isPartOf:"Applied economics"
~isPartOf:"Department of Economics discussion paper series / University of Oxford"
~isPartOf:"Economic modelling"
~isPartOf:"SSE EFI working paper series in economics and finance"
~person:"Ho, Han-Chiang"
~subject:"ARCH model"
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Score-driven Markov-switching EGARCH models : an application to systematic risk analysis
Blazsek, Szabolcs
;
Ho, Han-Chiang
;
Liu, Su-Ping
- In:
Applied economics
50
(
2018
)
56
,
pp. 6047-6060
Persistent link: https://www.econbiz.de/10012063386
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