Long memory and nonlinearities in realized volatility: a Markov switching approach (Q1927150): Difference between revisions
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Revision as of 13:54, 29 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Long memory and nonlinearities in realized volatility: a Markov switching approach |
scientific article |
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Long memory and nonlinearities in realized volatility: a Markov switching approach (English)
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30 December 2012
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switching-regime
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long memory
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MCMC
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forecasting
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