Long memory with Markov-switching GARCH (Q1934779): Difference between revisions
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Revision as of 02:51, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Long memory with Markov-switching GARCH |
scientific article |
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Long memory with Markov-switching GARCH (English)
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29 January 2013
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Markov switching
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GARCH
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long memory
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