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Empirical modeling of high-income and emerging stock and Forex market return volatility using Markov-switching GARCH models

Crossref DOI link: https://doi.org/10.1016/j.najef.2020.101163

Published Print: 2020-04

Update policy: https://doi.org/10.1016/elsevier_cm_policy

Authors

Ataurima Arellano, Miguel

Rodríguez, Gabriel
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Article Title: Empirical modeling of high-income and emerging stock and Forex market return volatility using Markov-switching GARCH models

Journal Title: The North American Journal of Economics and Finance

CrossRef DOI link to publisher maintained version: https://doi.org/10.1016/j.najef.2020.101163

Content Type: article

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