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Viterbi-based estimation for Markov switching GARCH model
Elliott, Robert J.
;
Lau, John W.
;
Miao, Hong
;
Siu, Tak Kuen
- In:
Applied mathematical finance
19
(
2012
)
3/4
,
pp. 219-231
Persistent link: https://www.econbiz.de/10009710984
Saved in:
2
Viterbi-Based Estimation for Markov Switching GARCH Model
Elliott, Robert J.
;
Lau, John W.
;
Miao, Hong
;
Kuen Siu, Tak
- In:
Applied mathematical finance
19
(
2012
)
3
,
pp. 219-232
Persistent link: https://www.econbiz.de/10009983142
Saved in:
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