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A Stochastic Volatility Model with Markov Switching

✍ Scribed by Mike K. P. So, K. Lam and W. K. Li

Book ID: 120708263
Publisher: American Statistical Association
Year: 1998
Tongue: English
Weight: 391 KB
Volume: 16
Category: Article
ISSN: 0735-0015
DOI: 10.2307/1392580

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