Long memory with Markov-Switching GARCH
| Year of publication: |
2008
|
|---|---|
| Authors: | Gonçalves, Carlos Eduardo S. ; Carvalho, Alexandre |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 7172102. - Vol. 99.2008, 2, p. 390-393
|