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

Research output: Contribution to journal › Article › peer-review

Original language	Spanish
Pages (from-to)	1-18
Number of pages	18
Journal	North American Journal of Economics and Finance
State	Published - 1 Jan 2020

Cite this

@article{a8ea96b4aac843b4a108f89a5fc885d4,

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

author = "Gabriel Rodriguez",

year = "2020",

month = jan,

day = "1",

language = "Espa{\~n}ol",

pages = "1--18",

journal = "North American Journal of Economics and Finance",

issn = "1062-9408",

}

TY - JOUR

T1 - Empirical Modeling of High-Income and Emerging Stock and Forex Market Return Volatility using Markov-Switching GARCH Models

AU - Rodriguez, Gabriel

PY - 2020/1/1

Y1 - 2020/1/1

UR - https://www.sciencedirect.com/science/article/abs/pii/S1062940820300607

M3 - Artículo

SN - 1062-9408

SP - 1

EP - 18

JO - North American Journal of Economics and Finance

JF - North American Journal of Economics and Finance

ER -