Volatility forecasting revisited using Markov‐switching with time‐varying probability transition
| Year of publication: |
2020
|
|---|---|
| Authors: | Wang, Jiqian ; Ma, Feng ; Liang, Chao ; Chen, Zhonglu |
| Published in: |
International Journal of Finance & Economics. - Wiley, ISSN 1099-1158, ZDB-ID 1493204-0. - Vol. 27.2020, 1 (23.08.), p. 1387-1400
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1002/ijfe.2221 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://www.econbiz.de/10012273409