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Arbitrage and convergence : ev...
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Switching volatility in private international equity markets
Susmel, Raul
- In:
International journal of finance & economics : IJFE
5
(
2000
)
4
,
pp. 265-283
Persistent link: https://www.econbiz.de/10001539840
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Autoregressive conditional heteroskedasticity and changes in regime
Hamilton, James D.
;
Susmel, Raul
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1993
Persistent link: https://www.econbiz.de/10000877974
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