Markov switching asymmetric GARCH model: stability and forecasting (Q779705)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Markov switching asymmetric GARCH model: stability and forecasting |
scientific article |
Statements
Markov switching asymmetric GARCH model: stability and forecasting (English)
0 references
14 July 2020
0 references
Markov switching
0 references
leverage effect
0 references
smooth transition
0 references
DIC
0 references
Bayesian inference
0 references
griddy Gibbs sampling
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references