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

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Idioma original	Español
Páginas (desde-hasta)	1-18
Número de páginas	18
Publicación	North American Journal of Economics and Finance
Estado	Publicada - 1 ene. 2020

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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 -