Markov switching GARCH models: filtering, approximations and duality (Q4609750)
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scientific article; zbMATH DE number 6852675
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| English | Markov switching GARCH models: filtering, approximations and duality |
scientific article; zbMATH DE number 6852675 |
Statements
Markov Switching GARCH Models: Filtering, Approximations and Duality (English)
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26 March 2018
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Markov switching
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GARCH models
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short-term interest rates
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0.8463761210441589
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0.8223099112510681
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0.8107319474220276
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0.8071865439414978
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0.807186484336853
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