Integrated Markov-switching GARCH process
Ji-Chun Liu
| Year of publication: |
2009
|
|---|---|
| Authors: | Liu, Ji-Chun |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 25.2009, 5, p. 1277-1288
|
| Subject: | ARCH-Modell | ARCH model | Markov-Kette | Markov chain |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003885752