@data{jae.2022326.0709097886,
author = {Liu, Jia and Maheu, John M.},
publisher = {ZBW - Leibniz Informationszentrum Wirtschaft},
title = {improving-markov-switching-models-using-realized-variance},
year = {2018},
version = {1},
url = {https://journaldata.zbw.eu/dataset/improving-markov-switching-models-using-realized-variance},
doi = "10.15456/jae.2022326.0709097886" 
}