Dynamic behavior of volatility in a nonstationary generalized regime-switching GARCH model (Q286453)
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scientific article; zbMATH DE number 6583285
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic behavior of volatility in a nonstationary generalized regime-switching GARCH model |
scientific article; zbMATH DE number 6583285 |
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Dynamic behavior of volatility in a nonstationary generalized regime-switching GARCH model (English)
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20 May 2016
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regime-switching GARCH model
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volatility
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asymptotic normality
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0.9534194
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0.9056826
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0.89437664
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0.89370227
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0.88934934
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0.88748735
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0.88464785
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0.88254404
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