Markov-Switching GARCH Models in R: The MSGARCH Package

DOI10.18637/JSS.V091.I04MaRDI QIDQ86308FDOQ86308

Authors: David Ardia, Keven Bluteau, Kris Boudt, Leopoldo Catania, Denis-Alexandre Trottier 

Publication date: 2019

Published in: Journal of Statistical Software (Search for Journal in Brave)

Cited In (1)

• MSGARCH

This page was built for publication: Markov-Switching GARCH Models in R: The MSGARCH Package

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q86308)