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A switching ARCH (SWARCH) model of stock market volatility: some evidence from Latin America
Canarella, Giorgio
;
Pollard, Stephen
- In:
International Review of Economics
54
(
2007
)
4
,
pp. 445-462
Persistent link: https://www.econbiz.de/10004965787
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Distribution dynamics and convergence in Latin America: A non-parametric analysis
Canarella, Giorgio
;
Pollard, Stephen
- In:
International Review of Economics
53
(
2006
)
1
,
pp. 68-95
Persistent link: https://www.econbiz.de/10005155769
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