Information Journal Paper
APA:
CopyKLAASSEN, FRANC. (2002). IMPROVING GARCH VOLATILITY FORECASTS WITH REGIME-SWITCHING GARCH. EMPIRICAL ECONOMICS, 27(-), 363-394. SID. https://sid.ir/paper/593342/en
Vancouver:
CopyKLAASSEN FRANC. IMPROVING GARCH VOLATILITY FORECASTS WITH REGIME-SWITCHING GARCH. EMPIRICAL ECONOMICS[Internet]. 2002;27(-):363-394. Available from: https://sid.ir/paper/593342/en
IEEE:
CopyFRANC KLAASSEN, “IMPROVING GARCH VOLATILITY FORECASTS WITH REGIME-SWITCHING GARCH,” EMPIRICAL ECONOMICS, vol. 27, no. -, pp. 363–394, 2002, [Online]. Available: https://sid.ir/paper/593342/en