A changepoint analysis of exchange rate and commodity price risks for Latin American stock markets
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference50 articles.
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5. Empirical modeling of high-income and emerging stock and forex market return volatility using Markov-switching GARCH models;Ataurima Arellano;The North American Journal of Economics and Finance,2020
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