The \(L^2\)-structures of standard and switching-regime GARCH models (Q2567232): Difference between revisions
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Revision as of 07:36, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The \(L^2\)-structures of standard and switching-regime GARCH models |
scientific article |
Statements
The \(L^2\)-structures of standard and switching-regime GARCH models (English)
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29 September 2005
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ARMA representation
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Markov-switching models
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