M. Omran, and F. Avram. Volume 17, chapter AN EXAMINATION OF THE SIGN AND VOLATILITY SWITCHING ARCH MODELS UNDER
ALTERNATIVE DISTRIBUTIONAL ASSUMPTIONS, page 165--176. JAI, (2003)
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%0 Book Section
%1 Omran2003
%A Omran, Mohamed F.
%A Avram, Florin
%D 2003
%I JAI
%K imported
%P 165--176
%T Advances in Econometrics
%U http://www.sciencedirect.com/science/article/B75F0-4B64KWC-B/1/27ce243d333d2dc18edb8716835f267d
%V Volume 17
%& AN EXAMINATION OF THE SIGN AND VOLATILITY SWITCHING ARCH MODELS UNDER
ALTERNATIVE DISTRIBUTIONAL ASSUMPTIONS
@inbook{Omran2003,
added-at = {2008-04-22T13:37:12.000+0200},
author = {Omran, Mohamed F. and Avram, Florin},
biburl = {https://www.bibsonomy.org/bibtex/2d19a8c3d10b00d0052a0d8e2d470bc2b/smicha},
chapter = {AN EXAMINATION OF THE SIGN AND VOLATILITY SWITCHING ARCH MODELS UNDER
ALTERNATIVE DISTRIBUTIONAL ASSUMPTIONS},
description = {Advances in Econometrics},
interhash = {c9b295f9c177e98b338aa85bd31f664c},
intrahash = {d19a8c3d10b00d0052a0d8e2d470bc2b},
keywords = {imported},
pages = {165--176},
publisher = {JAI},
timestamp = {2008-04-22T13:37:15.000+0200},
title = {Advances in Econometrics},
url = {http://www.sciencedirect.com/science/article/B75F0-4B64KWC-B/1/27ce243d333d2dc18edb8716835f267d},
volume = {Volume 17},
year = 2003
}
