Bayesian estimation of a Markov-switching threshold asymmetric GARCH model with Student-<i>t</i> innovations (Q3566441)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian estimation of a Markov-switching threshold asymmetric GARCH model with Student-<i>t</i> innovations |
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Bayesian estimation of a Markov-switching threshold asymmetric GARCH model with Student-<i>t</i> innovations (English)
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8 June 2010
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asymmetry
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Bayesian
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GARCH
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Markov-switching
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SMI
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threshold
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