On geometric ergodicity of skewed-SVCHARME models (Q2444396)
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scientific article
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| English | On geometric ergodicity of skewed-SVCHARME models |
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On geometric ergodicity of skewed-SVCHARME models (English)
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9 April 2014
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Markov switching
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geometric ergodicity
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irreducibility
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mixture models
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asymmetric stochastic volatility
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0.7481060028076172
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0.7466623783111572
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0.734123945236206
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0.7337879538536072
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0.7285829186439514
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