The autocorrelation structure of the Markov-switching asymmetric power GARCH process (Q945788)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The autocorrelation structure of the Markov-switching asymmetric power GARCH process |
scientific article |
Statements
The autocorrelation structure of the Markov-switching asymmetric power GARCH process (English)
0 references
17 September 2008
0 references
0 references
0 references
0 references
