Autoregressive conditional heteroskedasticity and changes in regime
| Year of publication: |
1994
|
|---|---|
| Authors: | Hamilton, James D. ; Susmel, Raul |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 64.1994, 1-2, p. 307-333
|
| Publisher: |
Elsevier |