Dynamic behavior of volatility in a nonstationary generalized regime-switching GARCH model (Q286453): Difference between revisions
From MaRDI portal
Removed claim: author (P16): Item:Q653132 |
Changed an Item |
||
| Property / author | |||
| Property / author: Eun-Ju Hwang / rank | |||
Normal rank | |||
Revision as of 03:42, 20 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic behavior of volatility in a nonstationary generalized regime-switching GARCH model |
scientific article |
Statements
Dynamic behavior of volatility in a nonstationary generalized regime-switching GARCH model (English)
0 references
20 May 2016
0 references
regime-switching GARCH model
0 references
volatility
0 references
asymptotic normality
0 references
