Markov regime-switching autoregressive model with tempered stable distribution: simulation evidence (Q2697063)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Markov regime-switching autoregressive model with tempered stable distribution: simulation evidence |
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Markov regime-switching autoregressive model with tempered stable distribution: simulation evidence (English)
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17 April 2023
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fat-tailed distribution
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regime-switching
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tempered stable distribution
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