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~isPartOf:"Econometric theory"
~isPartOf:"Economics letters"
~person:"Liu, Ji-Chun"
~subject:"ARCH model"
~subject:"Estimation theory"
~subject:"Schätztheorie"
~subject:"Spieltheorie"
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Econometric theory
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Integrated Markov-switching GARCH process
Liu, Ji-Chun
- In:
Econometric theory
25
(
2009
)
5
,
pp. 1277-1288
Persistent link: https://www.econbiz.de/10003885752
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