Modelling Sovereign Ratings Impacts on Stock Return Distributions within a Multivariate Regime Switching Long Memory Framework
1991 ◽
Vol 9
(2)
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pp. 223
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2001 ◽
pp. 143-164
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Keyword(s):
2014 ◽
Vol 35
(6)
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pp. 986-1012
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Keyword(s):
2003 ◽
Vol 35
(03)
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pp. 737-754
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Keyword(s):