How Persistent is Stock Return Volatility? An Answer with Markov Regime Switching Stochastic Volatility Models
| Year of publication: |
2007
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|---|---|
| Authors: | Hwang, Soosung ; Satchell, Steve E. ; Valls Pereira, Pedro L. |
| Published in: |
Journal of business finance & accounting : JBFA. - Oxford : Blackwell, ISSN 0306-686X, ZDB-ID 1929628. - Vol. 34.2007, 5, p. 1002
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