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

Published in Political Analysis, 2004

Recommended citation: Leblang, D., and B. Mukherjee (2004). "Presidential elections and the stock market: Comparing Markov-switching and fractionally integrated GARCH models of volatility." *Political Analysis* 12(3): 296-322.
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