ON THE STATIONARITY OF MARKOV-SWITCHING GARCH PROCESSES (Q2886955): Difference between revisions

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+Israel Cohen
@@ Property / author: Israel Cohen / rank @@
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+MaRDI publication profile
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+On square-integrability of an AR process with Markov switching
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+On a Mixture Autoregressive Conditional Heteroscedastic Model
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+Moments of Markov switching models
@@ Property / cites work: Moments of Markov switching models / rank @@
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+The \(L^2\)-structures of standard and switching-regime GARCH models
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+Stationarity of multivariate Markov-switching ARMA models
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+Conditional Heteroskedasticity Driven by Hidden Markov Chains
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+Generalized autoregressive conditional heteroscedasticity
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+A Multiple-Region Theory of Income and Trade
@@ Property / cites work: A Multiple-Region Theory of Income and Trade / rank @@
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+Note: Some Conditions of Macroeconomic Stability
@@ Property / cites work: Note: Some Conditions of Macroeconomic Stability / rank @@
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+Autoregressive conditional heteroskedasticity and changes in regime
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