Dynamic behavior of volatility in a nonstationary generalized regime-switching GARCH model (Q286453)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic behavior of volatility in a nonstationary generalized regime-switching GARCH model |
scientific article |
Statements
Dynamic behavior of volatility in a nonstationary generalized regime-switching GARCH model (English)
0 references
20 May 2016
0 references
regime-switching GARCH model
0 references
volatility
0 references
asymptotic normality
0 references
0 references
0 references
0 references
