Evaluating volatility dynamics and the forecasting ability of Markov switching models
| Year of publication: |
2009
|
|---|---|
| Authors: | Parikakis, George S. ; Merika, Anna |
| Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 7834329. - Vol. 28.2009, 8, p. 736-745
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