@data{jae.2022314.0705111426,
author = {Rydén, Tobias and Teräsvirta, Timo and Åsbrink, Stefan},
publisher = {ZBW - Leibniz Informationszentrum Wirtschaft},
title = {stylized-facts-of-daily-return-series-and-the-hidden-markov-model},
year = {1998},
version = {1},
url = {https://journaldata.zbw.eu/dataset/stylized-facts-of-daily-return-series-and-the-hidden-markov-model},
doi = "10.15456/jae.2022314.0705111426" 
}