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  A discussion on the innovation distribution of the Markov regime-switching GARCH model
 
 
Title: A discussion on the innovation distribution of the Markov regime-switching GARCH model
Author: Shi, Yanlin
Feng, Lingbing
Appeared in: Economic modelling
Paging: Volume 53 (2016) nr. C pages 11 p.
Year: 2016
Contents:
Publisher: Elsevier B.V.
Source file: Elektronische Wetenschappelijke Tijdschriften
 
 

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