SBAGM

MaRDI QIDQ133445CRANFDO

Authors Rajeev Ranjan Kumar, Girish Kumar Jha

Last update 28 October 2020

Copyright license GNU General Public License, version 3.0

Software version identifier 0.1.0

Cites work

• Generalized autoregressive conditional heteroskedasticity
• A New Approach to Markov-Switching GARCH Models

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