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A New Approach to Markov-Switching GARCH Models

✍ Scribed by Haas, M.

Book ID: 126047683
Publisher: Oxford University Press
Year: 2004
Tongue: English
Weight: 324 KB
Volume: 2
Category: Article
ISSN: 1479-8409
DOI: 10.1093/jjfinec/nbh020

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