Markov Switching Garch Models: Higher Order Moments, Kurtosis Measures, and Volatility Evaluation in Recessions and Pandemic (Q6620992)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Markov Switching Garch Models: Higher Order Moments, Kurtosis Measures, and Volatility Evaluation in Recessions and Pandemic |
scientific article; zbMATH DE number 7928292
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Markov Switching Garch Models: Higher Order Moments, Kurtosis Measures, and Volatility Evaluation in Recessions and Pandemic |
scientific article; zbMATH DE number 7928292 |
Statements
Markov Switching Garch Models: Higher Order Moments, Kurtosis Measures, and Volatility Evaluation in Recessions and Pandemic (English)
0 references
17 October 2024
0 references
0 references
0 references
0 references
0 references
