Dynamic behavior of volatility in a nonstationary generalized regime-switching GARCH model (Q286453): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1016/j.spl.2016.04.002 / rank
 
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Dynamic behavior of volatility in a nonstationary generalized regime-switching GARCH model
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    Dynamic behavior of volatility in a nonstationary generalized regime-switching GARCH model (English)
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    20 May 2016
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    regime-switching GARCH model
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    volatility
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    asymptotic normality
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