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isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~subject:"Markov-Kette"
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Infinite-state markov-switching for dynamic volatility
Dufays, Arnaud
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
2
,
pp. 418-460
Persistent link: https://www.econbiz.de/10011589021
Saved in:
2
Component-driven regime-switching volatility
Fleming, Jeff
;
Kirby, Chris
- In:
Journal of financial econometrics : official journal of …
11
(
2013
)
2
,
pp. 263-301
Persistent link: https://www.econbiz.de/10009745892
Saved in:
3
Stationarity of a Markov-switching GARCH model
Liu, Ji-chun
- In:
Journal of financial econometrics : official journal of …
4
(
2006
)
4
,
pp. 573-593
Persistent link: https://www.econbiz.de/10003565741
Saved in:
4
A new approach to Markov-switching GARCH models
Haas, Markus
;
Mittnik, Stefan
;
Paolella, Marc S.
- In:
Journal of financial econometrics : official journal of …
2
(
2004
)
4
,
pp. 493-530
Persistent link: https://www.econbiz.de/10002349828
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