Markov switching asymmetric GARCH model: stability and forecasting (Q779705)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Markov switching asymmetric GARCH model: stability and forecasting |
scientific article; zbMATH DE number 7220146
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Markov switching asymmetric GARCH model: stability and forecasting |
scientific article; zbMATH DE number 7220146 |
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
0.9035323858261108
0 references
0.8256611227989197
0 references
0.8141446113586426
0 references
0.8041130304336548
0 references
0.8037475943565369
0 references
