Statistical inference for mixture GARCH models with financial application (Q2135925): Difference between revisions

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+https://doi.org/10.1007/s00180-021-01092-5
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+W3139335947
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+ON THE STATIONARITY OF MARKOV-SWITCHING GARCH PROCESSES
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+Maximum likelihood estimation of the Markov-switching GARCH model based on a general collapsing procedure
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+Multivariate mixed normal conditional heteroskedasticity
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+Theory and inference for a Markov switching GARCH model
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+On a Mixture GARCH Time-Series Model
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+On a Mixture Autoregressive Model
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+On a Mixture Autoregressive Conditional Heteroscedastic Model
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+Publication:2135925