Long memory and nonlinearities in realized volatility: a Markov switching approach (Q1927150)
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scientific article; zbMATH DE number 6119781
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Long memory and nonlinearities in realized volatility: a Markov switching approach |
scientific article; zbMATH DE number 6119781 |
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Long memory and nonlinearities in realized volatility: a Markov switching approach (English)
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30 December 2012
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switching-regime
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long memory
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MCMC
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forecasting
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