Oyewale, Akintunde Mutairu; Kehinde, Shangodoyin Dahud; … - In: Journal of statistical and econometric methods 2 (2013) 2, pp. 11-19
The regime switching models are particularly popular in the comity of non-linear models; it is of interest to investigate regime switching models with GARCH specification. GARCH model was augmented with STAR model vis-a vis Exponential autoregressive GARCH (EAR-GARCH), Exponential smooth...
