An examination of the sign and volatility switching ARCH models under alternative distributional assumptions.

F Avram, M F Omran

Research output: Contribution to conferencePaper

Original languageEnglish
Publication statusPublished - 2000

Cite this

@conference{8e5f6801418d4c108b1cf865f99e8023,
title = "An examination of the sign and volatility switching ARCH models under alternative distributional assumptions.",
author = "F Avram and Omran, {M F}",
year = "2000",
language = "English",

}

An examination of the sign and volatility switching ARCH models under alternative distributional assumptions. / Avram, F; Omran, M F.

2000.

Research output: Contribution to conferencePaper

TY - CONF

T1 - An examination of the sign and volatility switching ARCH models under alternative distributional assumptions.

AU - Avram, F

AU - Omran, M F

PY - 2000

Y1 - 2000

M3 - Paper

ER -