Stock Returns and Inflation in US: A MS-FITGARCH Model
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Published:2019-09-21
Issue:3/2019
Volume:53
Page:315-329
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ISSN:0424-267X
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Container-title:ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH
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language:
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Short-container-title:ECECSR
Author:
KHEZRI MOHSEN,GHAZAL REZA,SHOKRAVI SOMAYEH
Publisher
Bucharest University of Economic Studies
Subject
Applied Mathematics,Computer Science Applications,Economics and Econometrics