Modeling multiple regimes in financial volatility with a flexible coefficient garch(1,1) model

Econometric Theory

Volumn 25, Issue 1, 2009, Pages 117-161

  Medeiros, Marcelo C ^a   Veiga, Alvaro ^a  

^a PONTIFICAL CATHOLIC UNIVERSITY OF RIO DE JANEIRO   (Brazil)

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EID: 61849171924     PISSN: 02664666     EISSN: 14694360     Source Type: Journal    
DOI: 10.1017/S026646660809004X     Document Type: Article

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