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A New Approach to Markov-Switching GARCH Models - MaRDI portal

A New Approach to Markov-Switching GARCH Models (Q133444)

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scientific article
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English
A New Approach to Markov-Switching GARCH Models
scientific article

    Statements

    volume
    2
    0 references
    issue
    4
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    page(s)
    493-530
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    publication date
    1 September 2004
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    author
    M. Haas
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    Identifiers

    Wikidata QID
    Q59410569
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