Narrow search
Showing 1 - 2 of 2
Cover Image
Sign- and volatility-switching ARCH models : theory and applications to international stock markets
Fornari, Fabio - In: Journal of applied econometrics 12 (1997) 1, pp. 49-65
Persistent link: https://www.econbiz.de/10001215437
Cover Image
Sign- and Volatility-Switching ARCH Models: Theory and Applications to International Stock Markets
Fornari, F.; Mele, A. - In: Journal of applied econometrics 12 (1997) 1, pp. 49-66
Persistent link: https://www.econbiz.de/10006999537