A Family of Markov‐Switching Garch Processes (Q5397964)
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scientific article; zbMATH DE number 6261463
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Family of Markov‐Switching Garch Processes |
scientific article; zbMATH DE number 6261463 |
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A Family of Markov‐Switching Garch Processes (English)
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25 February 2014
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Markov-switching GARCH
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heavy-tail distribution
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strict stationarity
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integrated Markov-switching GARCH
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moments
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