Maximum likelihood estimation of the Markov-switching GARCH model (Q1623509)
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scientific article; zbMATH DE number 6983965
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maximum likelihood estimation of the Markov-switching GARCH model |
scientific article; zbMATH DE number 6983965 |
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Maximum likelihood estimation of the Markov-switching GARCH model (English)
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23 November 2018
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Markov-switching
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GARCH
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EM algorithm
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importance sampling
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