View of A comparative Analysis among GARCH-M, EGARC and PJ-RS-SV Poisson Jumps-Regime Switching-Stochastic volatility approach to model the Mexican stock index

← Return to Article Details A comparative Analysis among GARCH-M, EGARC and PJ-RS-SV Poisson Jumps-Regime Switching-Stochastic volatility approach to model the Mexican stock index Download