Modelling regime-specific stock price volatility

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Alexander, C. and Lazar, E. ORCID: https://orcid.org/0000-0002-8761-0754 (2009) Modelling regime-specific stock price volatility. Oxford Bulletin of Economics and Statistics, 71 (6). pp. 761-797. ISSN 1468-0084

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Item Type:	Article
Refereed:	Yes
Divisions:	Henley Business School > ICMA Centre
ID Code:	18672
Publisher:	Blackwell Publishing Ltd

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University of Reading