Empirical Modeling of High-Income and Emerging Stock and Forex Market Return Volatility using Markov-Switching GARCH Models

Research output: Contribution to journalArticlepeer-review

Original languageSpanish
Pages (from-to)1-18
Number of pages18
JournalNorth American Journal of Economics and Finance
StatePublished - 1 Jan 2020
Externally publishedYes

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