A simulation study on the Markov regime-switching zero-drift GARCH model (Q6148769)
From MaRDI portal
!
WARNING
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 7801426
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A simulation study on the Markov regime-switching zero-drift GARCH model |
scientific article; zbMATH DE number 7801426 |
Statements
A simulation study on the Markov regime-switching zero-drift GARCH model (English)
0 references
8 February 2024
0 references
volatility modelling
0 references
zero-drift GARCH
0 references
regime switching
0 references
heteroskedasticity
0 references
0 references
0 references
0 references
0 references
0 references
0 references
