Presidential elections and the stock market: Comparing Markov-switching and fractionally integrated GARCH models of volatility

Political Analysis

Volumn 12, Issue 3, 2004, Pages 296-322

  Leblang, David ^a   Mukherjee, Bumba ^b  

^a UNIVERSITY OF COLORADO   (United States)

^b FLORIDA STATE UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 23844553490     PISSN: 10471987     EISSN: None     Source Type: Journal    
DOI: 10.1093/pan/mph020     Document Type: Article

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