Sign- and volatility-switching ARCH models
Subtitle: theory and applications to international stock markets
By: by Fabio Fornari and Antonio Mele.
Contributors: Mele, Antonio.
Series: Temi di discussione del Servizio studi -- n. 251, February 1995; Temi di discussione -- 251.
Publisher: Banca d'Italia
Published: 1995
Place of publication: [Roma]
Language: eng
Number of pages: 41
Subjects: Stock price forecasting -- Mathematical models.
Notes: "February 1995."

Includes bibliographical references (p. [38]-41).