2024-03-28T20:34:23Z
https://oai.zbmath.org/v1/
oai:zbmath.org:706578
1995-11-28T23:00:00Z
62
91
Hamilton, James D.; Susmel, Raul
1994
706578
English
Elsevier (North-Holland), Amsterdam
https://zbmath.org/00706578
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J. Econom. 64, No. 1-2, 307-333 (1994).
62P20; 91B84
Autoregressive conditional heteroskedasticity and changes in regime
j