%0 Journal Article %1 Haas2004New %A Haas, M. %A Mittnik, S. %A Paolella, M. S. %D 2004 %I Oxford University Press %J Journal of Financial Econometrics %K garch-models, time-series %N 4 %P 493--530 %R 10.1093/jjfinec/nbh020 %T A New Approach to Markov-Switching GARCH Models %U http://dx.doi.org/10.1093/jjfinec/nbh020 %V 2

@article{Haas2004New, added-at = {2019-06-10T14:53:09.000+0200}, author = {Haas, M. and Mittnik, S. and Paolella, M. S.}, biburl = {https://www.bibsonomy.org/bibtex/27de08cc2d36de86b8c9ff0a7da711322/nonancourt}, citeulike-article-id = {34737}, citeulike-linkout-0 = {http://dx.doi.org/10.1093/jjfinec/nbh020}, citeulike-linkout-1 = {http://www.ingentaconnect.com/content/oup/jfinec/2004/00000002/00000004/art00493}, day = 1, doi = {10.1093/jjfinec/nbh020}, interhash = {cfdd30197929927468c3d78e9561c889}, intrahash = {7de08cc2d36de86b8c9ff0a7da711322}, issn = {1479-8417}, journal = {Journal of Financial Econometrics}, keywords = {garch-models, time-series}, month = sep, number = 4, pages = {493--530}, posted-at = {2017-10-23 11:10:10}, priority = {2}, publisher = {Oxford University Press}, timestamp = {2019-06-10T14:53:09.000+0200}, title = {{A New Approach to Markov-Switching GARCH Models}}, url = {http://dx.doi.org/10.1093/jjfinec/nbh020}, volume = 2, year = 2004 }