@data{improving-/2017, author = {Liu, Jia and Maheu, John M.}, publisher = {ZBW - Leibniz Informationszentrum Wirtschaft}, title = {improving-markov-switching-models-using-realized-variance}, year = {2017}, version = {1}, url = {https://jda-test.zbw.eu/dataset/improving-markov-switching-models-using-realized-variance} }