Work

Optimal Test for Markov Switching

Year: 2004

Type: preprint

Source: RePEc: Research Papers in Economics

Authors: Marine Carrasco, Liang Hu, Werner Ploberger

Institution: University of Rochester

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1578958830

Cites: 35

Cited by: 42

Related to: 10