No label defined (Q2950827)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article |
Statements
9 October 2015
0 references
regime-switching autoregressive model
0 references
hidden Markov
0 references
high frequency financial data
0 references
ARMA-GARCH model
0 references
FARIMA-FIGARCH model
0 references
