INTEGRATED MARKOV-SWITCHING GARCH PROCESS
| Year of publication: |
2009
|
|---|---|
| Authors: | Liu, Ji-Chun |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 9016612. - Vol. 25.2009, 5, p. 1277-1288
|