00965nam0-22002891i-450-99000319191040332120130604115453.0000319191FED01000319191(Aleph)000319191FED0100031919120030910d1995----km-y0itay50------baengITSign- and volatility-switching ARCH modelstheiry and applications to international stock marketsby Fabio Fornari and Antonio MeleRomaBanca d'Italia1995Temi di discussione del Servizio studiBanca d'Italia251Mercato finanziarioModelli matematiciFornari,Fabio<1964- >374677Mele,Antonio17392ITUNINARICAUNIMARCBK990003191910403321DocBdI/TD/95.25111229/251SESSESSign- and volatility-switching ARCH models453655UNINA