Mele, Antonio and Fornari, Fabio (1997) Sign - and volatility - switching arch models: theory and applications to international stock markets. Journal of Applied Econometrics, 12 (1). pp. 49-65. ISSN 1099-1255
Full text not available from this repository.
Identification Number: 10.1002/(SICI)1099-1255(199701)12:1<49::AID-JAE422>3.0.CO;2-6
| Item Type: | Article |
|---|---|
| Official URL: | http://www3.interscience.wiley.com/journal/4079/ho... |
| Additional Information: | © 1997 John Wiley & Sons, Ltd. |
| Divisions: | Financial Markets Group STICERD |
| Subjects: | H Social Sciences > HB Economic Theory |
| Date Deposited: | 18 Jul 2008 09:59 |
| Last Modified: | 11 Dec 2024 22:04 |
| URI: | http://eprints.lse.ac.uk/id/eprint/19598 |
Actions (login required)
 |
View Item |
