A component Markov regime‐switching autoregressive conditional range model
| Year of publication: |
2021
|
|---|---|
| Authors: | Harris, Richard D. F. ; Mazibas, Murat |
| Published in: |
Bulletin of Economic Research. - Wiley, ISSN 1467-8586, ZDB-ID 1473655-X. - Vol. 74.2021, 2 (05.10.), p. 650-683
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1111/boer.12314 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://www.econbiz.de/10012634530