Nesting Regime-switching GARCH Models and Stock Market Volatility, Returns and the Business Cycle
Author | : Gang Lin |
Publisher | : |
Total Pages | : 314 |
Release | : 1998 |
ISBN-10 | : UCSD:31822026307090 |
ISBN-13 | : |
Rating | : 4/5 ( Downloads) |
Download or read book Nesting Regime-switching GARCH Models and Stock Market Volatility, Returns and the Business Cycle written by Gang Lin and published by . This book was released on 1998 with total page 314 pages. Available in PDF, EPUB and Kindle. Book excerpt: