A multivariate regime-switching GARCH model with an application to global stock market and real estate equity returns (Q2691761)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A multivariate regime-switching GARCH model with an application to global stock market and real estate equity returns |
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A multivariate regime-switching GARCH model with an application to global stock market and real estate equity returns (English)
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30 March 2023
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conditional volatility
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covariance forecasts
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Markov-switching
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multivariate GARCH
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