Regime-switching in volatility and correlation structure using range-based models with Markov-switching

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Bibliographische Detailangaben
Veröffentlicht in:	Economic modelling
1. Verfasser:	Miao, Daniel Wei-Chung (VerfasserIn)
Weitere Verfasser:	Wu, Chun-chou (VerfasserIn), Su, Yi Kai (VerfasserIn)
Format:	UnknownFormat
Sprache:	eng
Veröffentlicht:	2013
Schlagworte:	Range-based model > Markov-switching method > Volatility > Correlation > Aufsatz in Zeitschrift
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