Sign- and volatility-switching ARCH models

theory and applications to international stock markets

Sign- and volatility-switching ARCH models
Fabio Fornari, Fabio Fornari
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Last edited by Open Library Bot
December 4, 2010 | History

Sign- and volatility-switching ARCH models

theory and applications to international stock markets

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Publish Date
Publisher
Banca d'Italia
Language
English

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Book Details


Edition Notes

Published in
Rome
Series
Temi di discussione -- 251

Edition Identifiers

Open Library
OL19039791M

Work Identifiers

Work ID
OL8362535W

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December 4, 2010 Edited by Open Library Bot Added subjects from MARC records.
December 10, 2009 Created by WorkBot add works page