A nesting framework for Markov-switching GARCH modelling with an application to the German stock market (Q5001140): Difference between revisions
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Revision as of 02:19, 20 March 2024
scientific article; zbMATH DE number 7372408
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A nesting framework for Markov-switching GARCH modelling with an application to the German stock market |
scientific article; zbMATH DE number 7372408 |
Statements
A nesting framework for Markov-switching GARCH modelling with an application to the German stock market (English)
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16 July 2021
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Markov-switching models
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GARCH models
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dynamics of stock-index returns
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volatility forecasting
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