Forecasting Markov-switching dynamic, conditionally heteroscedastic processes (Q1770072)
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scientific article; zbMATH DE number 2154032
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| English | Forecasting Markov-switching dynamic, conditionally heteroscedastic processes |
scientific article; zbMATH DE number 2154032 |
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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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0.9006751
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0.9006751
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0.8841289
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0.8771991
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0.8748716
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