Blazsek, S., Kong, D., & Shadoff, S. R. (2025). Observable or latent Markov chains for score-driven regime-switching volatility? Applied economics, 57(52), 8693-8709. https://doi.org/10.1080/00036846.2024.2402094
Citace podle Chicago (17th ed.)Blazsek, Szabolcs, Dejun Kong, a Samantha R. Shadoff. "Observable or Latent Markov Chains for Score-driven Regime-switching Volatility?" Applied Economics 57, no. 52 (2025): 8693-8709. https://doi.org/10.1080/00036846.2024.2402094.
Citace podle MLA (9th ed.)Blazsek, Szabolcs, et al. "Observable or Latent Markov Chains for Score-driven Regime-switching Volatility?" Applied Economics, vol. 57, no. 52, 2025, pp. 8693-8709, https://doi.org/10.1080/00036846.2024.2402094.
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