How Persistent is Stock Return Volatility? An Answer with Markov Regime Switching Stochastic Volatility Models
- 作者Soosung Hwang; Steve E. Satchell; Pedro L. Valls Pereira
- 卷第34卷
- 印刷ISSN0306-686X
- 电子ISSN1468-5957
- 文件大小605.77KB
- 发表时间2007
- DOI10.1111/j.1468-5957.2007.02025.x
- 页码1002-1024
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