A Stochastic Volatility Model With Markov Switchlng
| Year of publication: |
1998
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|---|---|
| Authors: | So, Mike K.P. ; Lam, K. ; Li, W.K. |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122x. - Vol. 16.1998, 2, p. 244-253
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