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~isPartOf:"Econometric theory"
~isPartOf:"Emerging markets review"
~person:"Abramson, Ari"
~subject:"ARCH model"
~subject:"Discrete choice"
~subject:"Theorie"
~subject:"VAR model"
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On the stationarity of Markov-switching GARCH processes
Abramson, Ari
;
Cohen, Israel
- In:
Econometric theory
23
(
2007
)
3
,
pp. 485-500
Persistent link: https://www.econbiz.de/10003541260
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