A latent‐factor‐driven endogenous <scp>regime‐switching non‐Gaussian</scp> model : Evidence from simulation and application
| Year of publication: |
2020
|
|---|---|
| Authors: | Bu, Ruijun ; Cheng, Jie ; Jawadi, Fredj |
| Published in: |
International Journal of Finance & Economics. - Wiley, ISSN 1099-1158, ZDB-ID 1493204-0. - Vol. 27.2020, 4 (05.08.), p. 3881-3896
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1002/ijfe.2192 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://www.econbiz.de/10012273394