Pages that link to "Item:Q2138226"
From MaRDI portal
The following pages link to A dynamic Markov regime-switching asymmetric GARCH model and its cumulative impulse response function (Q2138226):
Displaying 3 items.
- A dynamic Markov regime-switching GARCH model and its cumulative impulse response function (Q1642424) (← links)
- A dynamic Markov regime-switching asymmetric GARCH model and its cumulative impulse response function (Q2138226) (← links)
- Falling and explosive, dormant, and rising markets via multiple‐regime financial time series models (Q5391291) (← links)