State Heterogeneity Analysis of Financial Volatility using high‐frequency Financial Data (Q5030954)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: State Heterogeneity Analysis of Financial Volatility using high‐frequency Financial Data |
scientific article; zbMATH DE number 7476229
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | State Heterogeneity Analysis of Financial Volatility using high‐frequency Financial Data |
scientific article; zbMATH DE number 7476229 |
Statements
State Heterogeneity Analysis of Financial Volatility using high‐frequency Financial Data (English)
0 references
18 February 2022
0 references
GARCH
0 references
diffusion process
0 references
regime switching
0 references
quasi-maximum likelihood estimator
0 references
Wald test
0 references
