Maximum likelihood estimation of the Markov-switching GARCH model based on a general collapsing procedure (Q1703024)
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| Language | Label | Description | Also known as |
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| English | Maximum likelihood estimation of the Markov-switching GARCH model based on a general collapsing procedure |
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Maximum likelihood estimation of the Markov-switching GARCH model based on a general collapsing procedure (English)
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1 March 2018
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Markov-switching
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regime-switching
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GARCH
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particle filtering
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path dependence
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collapsing
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