Forecasting Markov-switching dynamic, conditionally heteroscedastic processes (Q1770072)

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Forecasting Markov-switching dynamic, conditionally heteroscedastic processes
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    Forecasting Markov-switching dynamic, conditionally heteroscedastic processes (English)
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    7 April 2005
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    Markov-switching
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    ARFIMA
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    ARCH
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    point predictions
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    standard errors
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