Empirical characteristics of the permanent and transitory components of stock return: analysis in a Markov switching heteroscedasticity framework
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Ruiz, Esther & Broto, Carmen, 2006. "Using auxiliary residuals to detect conditional heteroscedasticity in inflation," DES - Working Papers. Statistics and Econometrics. WS ws060402, Universidad Carlos III de Madrid. Departamento de Estadística.
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