Long memory with Markov-switching GARCH (Q1934779): Difference between revisions

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+W2101278979
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+Estimation of GARCH Models from the Autocorrelations of the Squares of a Process
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+Long memory and regime switching
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+The \(L^2\)-structures of standard and switching-regime GARCH models
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+Conditional Heteroskedasticity Driven by Hidden Markov Chains
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+Autoregressive conditional heteroskedasticity and changes in regime
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+Neglecting parameter changes in GARCH models
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+Structural change and estimated persistence in the \(GARCH(1,1)\)-model
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