Long memory with Markov-switching GARCH (Q1934779)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Long memory with Markov-switching GARCH |
scientific article; zbMATH DE number 6132386
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Long memory with Markov-switching GARCH |
scientific article; zbMATH DE number 6132386 |
Statements
Long memory with Markov-switching GARCH (English)
0 references
29 January 2013
0 references
Markov switching
0 references
GARCH
0 references
long memory
0 references
0 references
0.91296905
0 references
0.90042424
0 references
0.89917874
0 references
0.8978905
0 references
0.89619267
0 references
0.88820225
0 references
0.8881273
0 references
