Forecasting Markov-switching dynamic, conditionally heteroscedastic processes (Q1770072): Difference between revisions
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Latest revision as of 10:03, 11 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Forecasting Markov-switching dynamic, conditionally heteroscedastic processes |
scientific article |
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Forecasting Markov-switching dynamic, conditionally heteroscedastic processes (English)
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7 April 2005
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Markov-switching
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ARFIMA
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ARCH
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point predictions
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standard errors
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