Regime-switching in volatility and correlation structure using range-based models with Markov-switching
| Year of publication: |
2013
|
|---|---|
| Authors: | Miao, Daniel Wei-Chung ; Wu, Chun-Chou ; Su, Yi-Kai |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 868243. - Vol. 31.2013, p. 87-93
|