Title of article
Regime-switching stochastic volatility and short-term interest rates
Author/Authors
Madhu Kalimipalli، نويسنده , , Raul Susmel، نويسنده ,
Issue Information
دوماهنامه با شماره پیاپی سال 2004
Pages
21
From page
309
To page
329
Keywords
Short-term interest rates , Stochastic Volatility , Regime switching , MCMC methods , GARCH models
Journal title
Journal of Empirical Finance
Serial Year
2004
Journal title
Journal of Empirical Finance
Record number
130768
Link To Document