ON THE STATIONARITY OF MARKOV-SWITCHING GARCH PROCESSES (Q2886955)

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ON THE STATIONARITY OF MARKOV-SWITCHING GARCH PROCESSES
scientific article

    Statements

    title
    ON THE STATIONARITY OF MARKOV-SWITCHING GARCH PROCESSES (English)
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    author
    Ari Abramson
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    Israel Cohen
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    publication date
    14 May 2012
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    Identifiers

    Mathematics Subject Classification ID
    62M10
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    60G10
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    62P05
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    60J10
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    zbMATH DE Number
    6035257
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