Improving GARCH volatility forecasts with regime-switching GARCH
| Year of publication: |
2002
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|---|---|
| Authors: | Klaassen, Franc |
| Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 5193941. - Vol. 27.2002, 2, p. 363-394
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