Markov regime-switching autoregressive model with tempered stable distribution: simulation evidence (Q2697063)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Markov regime-switching autoregressive model with tempered stable distribution: simulation evidence |
scientific article |
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Markov regime-switching autoregressive model with tempered stable distribution: simulation evidence (English)
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17 April 2023
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fat-tailed distribution
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regime-switching
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tempered stable distribution
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0.8892895
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0.88795125
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0.8875552
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0.8872993
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0.8851938
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0.8802396
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0.87870157
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