Dynamic behavior of volatility in a nonstationary generalized regime-switching GARCH model (Q286453): Difference between revisions
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English | Dynamic behavior of volatility in a nonstationary generalized regime-switching GARCH model |
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Dynamic behavior of volatility in a nonstationary generalized regime-switching GARCH model (English)
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20 May 2016
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regime-switching GARCH model
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volatility
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asymptotic normality
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