Markov-switching BILINEAR-GARCH models: structure and estimation (Q4638707)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6865488
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Markov-switching BILINEAR-GARCH models: structure and estimation |
scientific article; zbMATH DE number 6865488 |
Statements
Markov-switching <i><i>BILINEAR</i> − <i>GARCH</i></i> models: Structure and estimation (English)
0 references
27 April 2018
0 references
ARMA representation
0 references
GMM
0 references
Markov-switching BILINEAR-GARCH processes
0 references
stationarity
0 references
0 references
0 references
0.8609604835510254
0 references
0.8361576795578003
0 references
0.8100669384002686
0 references
0.8095056414604187
0 references
