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

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scientific article; zbMATH DE number 6865488
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Markov-switching <i><i>BILINEAR</i> − <i>GARCH</i></i> models: Structure and estimation
scientific article; zbMATH DE number 6865488

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