The \(L^2\)-structures of standard and switching-regime GARCH models (Q2567232)
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scientific article; zbMATH DE number 2211395
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| English | The \(L^2\)-structures of standard and switching-regime GARCH models |
scientific article; zbMATH DE number 2211395 |
Statements
The \(L^2\)-structures of standard and switching-regime GARCH models (English)
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29 September 2005
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ARMA representation
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Markov-switching models
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0.8487266302108765
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0.8344171643257141
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0.8336136937141418
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0.8312447667121887
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0.8309769034385681
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