A component Markov regime‐switching autoregressive conditional range model (Q5870241)
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scientific article; zbMATH DE number 7639038
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A component Markov regime‐switching autoregressive conditional range model |
scientific article; zbMATH DE number 7639038 |
Statements
A component Markov regime‐switching autoregressive conditional range model (English)
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6 January 2023
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factor model
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GARCH
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intraday range
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Markov regime-switching
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multiplicative error model
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