Sign- and Volatility -Switching ARCH Models: Theory and Applications to International Stock Markets.
| Year of publication: |
1995
|
|---|---|
| Authors: | Fornari, F. ; Mele, A. |
| Institutions: | Banca d'Italia |
| Subject: | econometrics | stock market |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | 41 pages |
| Source: |
Persistent link: https://www.econbiz.de/10005640895