Probabilistic properties of a Markov-switching periodic GARCH process (Q3297110)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Probabilistic properties of a Markov-switching periodic GARCH process |
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Probabilistic properties of a Markov-switching periodic GARCH process (English)
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2 July 2020
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Markov-switching models
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periodic GARCH models
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stationarity
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higher-order moments
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periodic Markov-switching MS-PGARCH models
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GMM method
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