ARMA Representation of Squared Markov Switching Heteroskedastic Models

Authors
Distaso, Walter
Citation
Distaso, Walter, ARMA Representation of Squared Markov Switching Heteroskedastic Models, Econometric theory (Online) , 18(2), 2002, pp. 541-541
Journal title
Econometric theory (Online) → ACNP
ISSN journal
14694360
Volume
18
Issue
2
Year of publication
2002
Pages
541 - 541
Database
ACNP
SICI code