Dynamic behavior of volatility in a nonstationary generalized regime-switching GARCH model (Q286453): Difference between revisions
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| Property / Mathematics Subject Classification ID: 62M10 / rank | |||
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| Property / Mathematics Subject Classification ID: 62E20 / rank | |||
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| Property / Mathematics Subject Classification ID: 60E05 / rank | |||
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| Property / zbMATH DE Number: 6583285 / rank | |||
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regime-switching GARCH model | |||
| Property / zbMATH Keywords: regime-switching GARCH model / rank | |||
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volatility | |||
| Property / zbMATH Keywords: volatility / rank | |||
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asymptotic normality | |||
| Property / zbMATH Keywords: asymptotic normality / rank | |||
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Revision as of 18:45, 27 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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