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Theory and Inference for a Markov Switching GARCH Model
Authors
A Abramson
Arie Preminger
+33Â more
C Francq
C Francq
C Lamoureux
D B Nelson
D Das
D Tjostheim
F Diebold
G Schwert
H Lutkepohl
J Cai
J Hamilton
J Marcucci
J S Henneke
J Yao
J Yao
J. V. K. Rombouts
K Chan
L Bauwens
Luc Bauwens
M Dueker
M Haas
M Meitz
M Tanner
M Y Zhang
M Yang
P Doukhan
S Bollen
S Gray
S Kaufman
S Kaufman
S Meyn
T Bollerslev
T Mikosch
Publication date
1 January 2007
Publisher
'Elsevier BV'
Doi
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info:doi/10.2139%2Fssrn.101162...
Last time updated on 05/06/2019