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
| Item Type: | Article |
|---|---|
| Official URL: | http://www3.interscience.wiley.com/journal/4079/ho... |
| Additional Information: | © 1997 John Wiley & Sons, Ltd. |
| Library of Congress subject classification: | H Social Sciences > HB Economic Theory |
| Sets: | Research centres and groups > Financial Markets Group (FMG) Collections > Economists Online Research centres and groups > Suntory and Toyota International Centres for Economics and Related Disciplines (STICERD) |
| Rights: | http://www.lse.ac.uk/library/rights/LSERO.htm |
| URL: | http://eprints.lse.ac.uk/19598/ |
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