Blazsek, S., Kong, D., & Shadoff, S. R. (2025). Within-regime volatility dynamics for observable- and Markov-switching score-driven models. Finance research letters, 73, 106631. https://doi.org/10.1016/j.frl.2024.106631
Chicago-Zitierstil (17. Ausg.)Blazsek, Szabolcs, Dejun Kong, und Samantha R. Shadoff. "Within-regime Volatility Dynamics for Observable- and Markov-switching Score-driven Models." Finance Research Letters 73 (2025): 106631. https://doi.org/10.1016/j.frl.2024.106631.
MLA-Zitierstil (9. Ausg.)Blazsek, Szabolcs, et al. "Within-regime Volatility Dynamics for Observable- and Markov-switching Score-driven Models." Finance Research Letters, vol. 73, 2025, p. 106631, https://doi.org/10.1016/j.frl.2024.106631.
Achtung: Diese Zitate sind unter Umständen nicht zu 100% korrekt.