Markov Switching GARCH Models: Filtering, Approximations and Duality (Q4609750)
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scientific article; zbMATH DE number 6852675
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Markov Switching GARCH Models: Filtering, Approximations and Duality |
scientific article; zbMATH DE number 6852675 |
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Markov Switching GARCH Models: Filtering, Approximations and Duality (English)
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26 March 2018
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Markov switching
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GARCH models
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short-term interest rates
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