Presidential elections and the stock market: Comparing Markov-switching and fractionally integrated GARCH models of volatility

David Leblang, Bumba Mukherjee

Research output: Contribution to journalArticlepeer-review

27 Scopus citations

Fingerprint

Dive into the research topics of 'Presidential elections and the stock market: Comparing Markov-switching and fractionally integrated GARCH models of volatility'. Together they form a unique fingerprint.

Social Sciences