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Sajjad, R and Coakley, J and Nankervis, JC (2008) Markov-Switching GARCH Modelling of Value-at-RisK. Studies in Nonlinear Dynamics & Econometrics, 12 (3). DOI https://doi.org/10.2202/1558-3708.1522
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Sajjad, R and Coakley, J and Nankervis, JC (2008) Markov-Switching GARCH Modelling of Value-at-RisK. Studies in Nonlinear Dynamics & Econometrics, 12 (3). DOI https://doi.org/10.2202/1558-3708.1522