Markov regime-switching Beta-t-EGARCH
Szabolcs Blazsek and Han-Chiang Ho
| Year of publication: |
October 2017
|
|---|---|
| Authors: | Blazsek, Szabolcs ; Ho, Han-Chiang |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 49.2017, 47, p. 4793-4805
|
| Subject: | Dynamic conditional score | Beta-t-EGARCH | Markov regime-switching | density forecasts | Markov-Kette | Markov chain | Prognoseverfahren | Forecasting model | Schätzung | Estimation | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2017.1293794 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011844797