[1]
Tahiri, A., Benaid, B., Bouzahir, H. and Khan, N.A.M. 2021. Testing for the Number of Regimes in Financial Time Series GARCH Volatility. International Journal of Applied Economics, Finance and Accounting. 9, 2 (Apr. 2021), 82–94. DOI:https://doi.org/10.33094/8.2017.2021.92.82.94.