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Markov-Switching GARCH Models in R: The MSGARCH Package - MaRDI portal

Markov-Switching GARCH Models in R: The MSGARCH Package (Q86308)

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scientific article
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Markov-Switching GARCH Models in R: The MSGARCH Package
scientific article

    Statements

    volume
    91
    0 references
    issue
    4
    0 references
    publication date
    2019
    0 references
    author
    David Ardia
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    Keven Bluteau
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    Kris Boudt
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    Leopoldo Catania
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    Identifiers

    DOI
    10.18637/JSS.V091.I04
    0 references
     
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