A dynamic Markov regime-switching GARCH model and its cumulative impulse response function (Q1642424): Difference between revisions

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Revision as of 00:11, 16 July 2024

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A dynamic Markov regime-switching GARCH model and its cumulative impulse response function
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    A dynamic Markov regime-switching GARCH model and its cumulative impulse response function (English)
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    20 June 2018
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    regime-switching GARCH process
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    volatility
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    forecasting
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    cumulative impulse response
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