PROBLEMS AND SOLUTIONS - PROBLEM - ARMA Representation of Squared Markov Switching Heteroskedastic Models
| Year of publication: |
2002
|
|---|---|
| Authors: | Distaso, Walter |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 9016612. - Vol. 18.2002, 2, p. 541
|