01.2.1. ARMA Representation of Squared Markov Switching Heteroskedastic Models Solution
| Year of publication: |
2003
|
|---|---|
| Authors: | Distaso, Walter |
| Published in: |
Econometric Theory. - Cambridge University Press. - Vol. 19.2003, 02, p. 412-413
|
| Publisher: |
Cambridge University Press |
| Description of contents: | Abstract [journals.cambridge.org] |