A nesting framework for Markov-switching GARCH modelling with an application to the German stock market

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Publication:5001140

DOI10.1080/14697688.2015.1015599zbMath1468.91153OpenAlexW2060407557MaRDI QIDQ5001140

Gerrit Reher, Bernd Wilfling

Publication date: 16 July 2021

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/14697688.2015.1015599



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