Theory and inference for a Markov switching GARCH model
| Year of publication: |
2010
|
|---|---|
| Authors: | Bauwens, Luc ; Preminger, Arie ; Rombouts, Jeroen V.K. |
| Published in: |
The econometrics journal. - Oxford [u.a.] : Wiley-Blackwell, ISSN 1368-4221, ZDB-ID 14122650. - Vol. 13.2010, 2, p. 218-245
|