id	author	title	date	pages	extension	mime	words	sentence	flesch	summary	cache	txt
emaj-172	Korkpoe, Carl Hope; Howard, Nathaniel	Volatility Model Choice for Sub-Saharan Frontier Equity Markets - A Markov Regime Switching Bayesian Approach	2019	12	.pdf	application/pdf	7223	494	58	In the emerging markets, the first attempt at characterising the volatility of market returns with regime switching models was by Assoe (1998). Charfeddine and Ajmi (2013) used regime switching to capture long memory effects on market returns on the Tunisia Stock Exchange.	cache/emaj-172.pdf	txt/emaj-172.txt