Theory and inference for a Markov switching Garch model
| Authors: | BAUWENS, Luc ; PREMINGER, Arie ; ROMBOUTS, Jeroen VK |
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| Institutions: | Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain |
| Extent: | text/plain |
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| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | In : Econometrics Journal, 13(2), 218-244, 2010 Number 2303 |
| Other identifiers: | 10.1111/j.1368-423X.2009.00307.x [DOI] |
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Persistent link: https://www.econbiz.de/10010675034