Viterbi-Based Estimation for Markov Switching GARCH Model
| Year of publication: |
2012
|
|---|---|
| Authors: | Elliott, Robert J. ; Lau, John W. ; Miao, Hong ; Kuen Siu, Tak |
| Published in: |
Applied mathematical finance. - London : Routledge, ISSN 1350-486X, ZDB-ID 12824094. - Vol. 19.2012, 3 (1.7.), p. 219-232
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