Markov Switching Models in Empirical Finance (Q3295716): Difference between revisions
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Latest revision as of 09:06, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Markov Switching Models in Empirical Finance |
scientific article |
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Markov Switching Models in Empirical Finance (English)
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10 July 2020
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Markov switching
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regimes
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regime shifts
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nonlinearities
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predictability
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autoregressive conditional heteroskedasticity
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