Markov-switching <i><i>BILINEAR</i> − <i>GARCH</i></i> models: Structure and estimation (Q4638707)

From MaRDI portal
Revision as of 19:26, 19 March 2024 by Openalex240319060354 (talk | contribs) (Set OpenAlex properties.)
scientific article; zbMATH DE number 6865488
Language Label Description Also known as
English
Markov-switching <i><i>BILINEAR</i> − <i>GARCH</i></i> models: Structure and estimation
scientific article; zbMATH DE number 6865488

    Statements

    Markov-switching <i><i>BILINEAR</i> − <i>GARCH</i></i> models: Structure and estimation (English)
    0 references
    0 references
    0 references
    27 April 2018
    0 references
    ARMA representation
    0 references
    GMM
    0 references
    Markov-switching BILINEAR-GARCH processes
    0 references
    stationarity
    0 references

    Identifiers