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~isPartOf:"Applied economics letters"
~person:"Lin, Hsiou-wei William"
~subject:"ARCH model"
~subject:"Aktienmarkt"
~subject:"Wirtschaftswachstum"
~type_genre:"Aufsatz in Zeitschrift"
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Estimating value-a-risk via Markov switching ARCH models : an empirical study on stock index returns
Li, Ming-yuan Leon
;
Lin, Hsiou-wei William
- In:
Applied economics letters
11
(
2004
)
11
,
pp. 679-691
Persistent link: https://www.econbiz.de/10002195609
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