Sign- and Volatility-Switching ARCH Models: Theory and Applications to International Stock Markets
| Year of publication: |
1997
|
|---|---|
| Authors: | Fornari, F. ; Mele, A. |
| Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 6339414. - Vol. 12.1997, 1, p. 49-66
|