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Regime switching stock return model
I am interested in the markov regime switching model, estimaiton and application. I know Prof. James Hamilton has a paper dated 1989 provides excellent reference, Autoregressive Conditional Heteroskedasticity and Changes in Regime. However, I can not find it through google. Would somebody please help find a link to this paper or a e-file? I checked Hamilton's home page and there is no link to the paper.
Regime switching stock return model
Send an email to Prof. Hamilton himself, he'll answer you. Rgds,