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Identifiying turbulent and calm regimes in stock prices : evidence from the Taiwan stock market
Huang, Yu-lieh
- In:
Applied economics letters
16
(
2009
)
13/15
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pp. 1477-1481
Persistent link: https://www.econbiz.de/10003894880
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An alternative estimation algorithm for innovation regime-switching models
Huang, Yu-lieh
- In:
Applied economics letters
15
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2008
)
1/3
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pp. 225-229
Persistent link: https://www.econbiz.de/10003725411
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