A Switching ARCH Model for the German DAX Index
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Ardia, David & Hoogerheide, Lennart F., 2010.
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- Roberta Colavecchio & Michael Funke, 2009. "Volatility Dependence across Asia-Pacific Onshore and Offshore Currency Forwards Markets," Working Papers 112009, Hong Kong Institute for Monetary Research.
- Abounoori, Esmaiel & Elmi, Zahra (Mila) & Nademi, Younes, 2016. "Forecasting Tehran stock exchange volatility; Markov switching GARCH approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 445(C), pages 264-282.
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