@article{econhot_econhot-cited-4059cbb662c5f451,
  title = {Autoregressive conditional heteroskedasticity and changes in regime},
  author = {James Douglas Hamilton and Raúl Susmel},
  journal = {Journal of Econometrics},
  year = {1994},
  volume = {64},
  number = {1-2},
  pages = {307-333},
  doi = {10.1016/0304-4076(94)90067-1},
  url = {https://doi.org/10.1016/0304-4076(94)90067-1}
}