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Sign - and volatility - switching arch models: theory and applications to international stock markets

By Antonio Mele and Fabio Fornari
Topics: HB Economic Theory
Publisher: John Wiley & Sons, Ltd.
Year: 1997
DOI identifier: 10.1002/(SICI)1099-1255(199701)12:1
OAI identifier: oai:eprints.lse.ac.uk:19598
Provided by: LSE Research Online
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