Forecasting Markov-switching dynamic, conditionally heteroscedastic processes (Q1770072): Difference between revisions

From MaRDI portal
Created claim: Wikidata QID (P12): Q57941856, #quickstatements; #temporary_batch_1711626644914
ReferenceBot (talk | contribs)
Changed an Item
Property / cites work
 
Property / cites work: Long memory processes and fractional integration in econometrics / rank
 
Normal rank
Property / cites work
 
Property / cites work: Fractionally integrated generalized autoregressive conditional heteroskedasticity / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4865042 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A comparison of the forecast performance of Markov‐switching and threshold autoregressive models of US GNP / rank
 
Normal rank
Property / cites work
 
Property / cites work: AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING / rank
 
Normal rank
Property / cites work
 
Property / cites work: A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4840212 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Autoregressive conditional heteroskedasticity and changes in regime / rank
 
Normal rank
Property / cites work
 
Property / cites work: Conditional Heteroskedasticity in Asset Returns: A New Approach / rank
 
Normal rank

Revision as of 19:28, 7 June 2024

scientific article
Language Label Description Also known as
English
Forecasting Markov-switching dynamic, conditionally heteroscedastic processes
scientific article

    Statements

    Identifiers