A dynamic Markov regime-switching GARCH model and its cumulative impulse response function (Q1642424): Difference between revisions
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Revision as of 04:42, 20 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A dynamic Markov regime-switching GARCH model and its cumulative impulse response function |
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Statements
A dynamic Markov regime-switching GARCH model and its cumulative impulse response function (English)
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20 June 2018
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regime-switching GARCH process
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volatility
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forecasting
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cumulative impulse response
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