Markov switch smooth transition HYGARCH model: Stability and estimation

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Publication:5077192

DOI10.1080/03610926.2019.1576884OpenAlexW2962693530MaRDI QIDQ5077192

Ferdous Mohammadi Basatini, Saeid Rezakhah

Publication date: 18 May 2022

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1803.00739





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