Stationarity of a Markov-Switching GARCH Model.

MLA

Ji-Chun Liu. “Stationarity of a Markov-Switching GARCH Model.” Journal of Financial Econometrics, vol. 4, no. 4, Fall 2006, pp. 573–93. EBSCOhost, https://doi.org/10.1093/jjfinec/nbl004.

APA

Ji-Chun Liu. (2006). Stationarity of a Markov-Switching GARCH Model. Journal of Financial Econometrics, 4(4), 573–593. https://doi.org/10.1093/jjfinec/nbl004

Chicago

Ji-Chun Liu. 2006. “Stationarity of a Markov-Switching GARCH Model.” Journal of Financial Econometrics 4 (4): 573–93. doi:10.1093/jjfinec/nbl004.