A dynamic Markov regime-switching GARCH model and its cumulative impulse response function (Q1642424)
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: A dynamic Markov regime-switching GARCH model and its cumulative impulse response function |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A dynamic Markov regime-switching GARCH model and its cumulative impulse response function |
scientific article |
Statements
A dynamic Markov regime-switching GARCH model and its cumulative impulse response function (English)
0 references
20 June 2018
0 references
regime-switching GARCH process
0 references
volatility
0 references
forecasting
0 references
cumulative impulse response
0 references
0 references
0 references
0 references
0 references
