Examining the Volatility of Taiwan Stock Index Returns via a Three-Volatility-Regime Markov-Switching ARCH Model
| Year of publication: |
2003
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|---|---|
| Authors: | Li, Ming-Yuan Leon ; Lin, Hsiou-Wei William |
| Published in: |
Review of quantitative finance and accounting. - Boston, Mass. [u.a.] : Springer, ISSN 0924-865X, ZDB-ID 10878555. - Vol. 21.2003, 2, p. 123-140
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