State Heterogeneity Analysis of Financial Volatility using high‐frequency Financial Data (Q5030954): Difference between revisions
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Latest revision as of 15:41, 30 December 2024
scientific article; zbMATH DE number 7476229
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | State Heterogeneity Analysis of Financial Volatility using high‐frequency Financial Data |
scientific article; zbMATH DE number 7476229 |
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State Heterogeneity Analysis of Financial Volatility using high‐frequency Financial Data (English)
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18 February 2022
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GARCH
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diffusion process
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regime switching
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quasi-maximum likelihood estimator
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Wald test
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