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Journal of applied econometrics
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Sign- and volatility-switching ARCH models : theory and applications to international stock markets
Fornari, Fabio
- In:
Journal of applied econometrics
12
(
1997
)
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pp. 49-65
Persistent link: https://www.econbiz.de/10001215437
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Sign- and Volatility-Switching ARCH Models: Theory and Applications to International Stock Markets
Fornari, F.
;
Mele, A.
- In:
Journal of applied econometrics
12
(
1997
)
1
,
pp. 49-66
Persistent link: https://www.econbiz.de/10006999537
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