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~isPartOf:"Econometric theory"
~isPartOf:"Emerging markets review"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Chaker, Aloui"
~subject:"ARCH model"
~subject:"ARMA model"
~subject:"Estimation theory"
~subject:"Markov chain"
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Stock market volatility and exchange rates in emerging countries : a Markov-state switching approach
Walid, Chkili
;
Chaker, Aloui
;
Masood, Omar
;
Fry, John
- In:
Emerging markets review
12
(
2011
)
3
,
pp. 272-292
Persistent link: https://www.econbiz.de/10009306830
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