Markov switching asymmetric GARCH model: stability and forecasting
DOI10.1007/S00362-018-0992-2zbMATH Open1447.60130OpenAlexW2792426076WikidataQ130183695 ScholiaQ130183695MaRDI QIDQ779705FDOQ779705
Authors: N. Alemohammad, S. H. Alizadeh, Saeid Rezakhah 
Publication date: 14 July 2020
Published in: Statistical Papers (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00362-018-0992-2
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