Long memory with Markov-switching GARCH (Q1934779)
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scientific article; zbMATH DE number 6132386
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Long memory with Markov-switching GARCH |
scientific article; zbMATH DE number 6132386 |
Statements
Long memory with Markov-switching GARCH (English)
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29 January 2013
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Markov switching
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GARCH
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long memory
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0.91296905
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0.90042424
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0.89917874
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0.8978905
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0.89619267
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0.88820225
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0.8881273
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