Pages that link to "Item:Q2816418"
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The following pages link to Markov switching component GARCH model: Stability and forecasting (Q2816418):
Displaying 4 items.
- Markov switching asymmetric GARCH model: stability and forecasting (Q779705) (← links)
- Performance of MS-GARCH Models: Bayesian MCMC-Based Estimation (Q5049444) (← links)
- Markov switch smooth transition HYGARCH model: Stability and estimation (Q5077192) (← links)
- Spectral representation and autocovariance structure of Markov switching DSGE models (Q5077377) (← links)
