✦ LIBER ✦
How Persistent is Stock Return Volatility? An Answer with Markov Regime Switching Stochastic Volatility Models
✍ Scribed by Soosung Hwang; Steve E. Satchell; Pedro L. Valls Pereira
- Book ID
- 111105867
- Publisher
- John Wiley and Sons
- Year
- 2007
- Tongue
- English
- Weight
- 606 KB
- Volume
- 34
- Category
- Article
- ISSN
- 0306-686X
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