Long memory with Markov-Switching GARCH
Walter Krämer
| Year of publication: |
2008
|
|---|---|
| Authors: | Krämer, Walter |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 99.2008, 2, p. 390-392
|
| Subject: | Zeitreihenanalyse | Time series analysis | ARCH-Modell | ARCH model | Markov-Kette | Markov chain | Schätztheorie | Estimation theory |
| 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/10003723848