Regime-switching in volatility and correlation structure using range-based models with Markov-switching
Authors:
- Daniel Wei-Chung MiaoDMDaniel Wei-Chung Miao
- Chun-Chou WuCWChun-Chou Wu
- Yi-Kai SuYSYi-Kai Su
- 1 March 2013
- journal article
- Published by Elsevier in Economic Modelling
- Vol. 31, 87-93
Abstract
No abstract availableKeywords
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