Optimal test for Markov switching GARCH models (Q3574723)
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scientific article; zbMATH DE number 5729872
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Optimal test for Markov switching GARCH models |
scientific article; zbMATH DE number 5729872 |
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Optimal Test for Markov Switching GARCH Models (English)
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2 July 2010
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0.8358280658721924
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0.8252436518669128
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0.805587112903595
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0.7975311875343323
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0.7825149893760681
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