The functional central limit theorem for Markov-switching GARCH model
Dream Kwon, Oesook Lee
| Year of publication: |
2024
|
|---|---|
| Authors: | Kwon, Dream ; Lee, Oesook |
| Subject: | Functional central limit theorem | Markov switching GARCH model | ϕ-mixing | ARCH-Modell | ARCH model | Markov-Kette | Markov chain | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econlet.2024.111728 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015075686