Showing 1 - 10 of 157
Persistent link: https://www.econbiz.de/10009731714
This papers develops a dynamic factor models with regime switching to account for the decreasing volatility of the U … extend univariate analysis currently used in the literature on the structural break in conditional volatility to the …
Persistent link: https://www.econbiz.de/10004985175
Persistent link: https://www.econbiz.de/10010502996
Persistent link: https://www.econbiz.de/10001659743
Persistent link: https://www.econbiz.de/10001633500
Persistent link: https://www.econbiz.de/10001523975
Persistent link: https://www.econbiz.de/10009422907
Persistent link: https://www.econbiz.de/10009152183
Persistent link: https://www.econbiz.de/10001465779
Persistent link: https://www.econbiz.de/10003972846