Detecting and exploiting regime switching ARCH dynamics in U.S. Stock and bond returns

Stock Market Volatility

Volumn , Issue , 2009, Pages 91-134

  Guidolin, Massimo ^a  

^a UNIVERSITY OF MANCHESTER   (United Kingdom)

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[No Author keywords available]

Indexed keywords

EID: 84885142018     PISSN: None     EISSN: None     Source Type: Book    
DOI: 10.1201/9781420099553     Document Type: Chapter

References (20)

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