TY  - JOUR
TI  - Autoregressive conditional heteroskedasticity and changes in regime
AU  - James Douglas Hamilton
AU  - Raúl Susmel
JO  - Journal of Econometrics
PY  - 1994
VL  - 64
IS  - 1-2
DO  - 10.1016/0304-4076(94)90067-1
UR  - https://doi.org/10.1016/0304-4076(94)90067-1
ER  -