Markov regime-switching autoregressive model with tempered stable distribution: simulation evidence
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Publication:2697063
DOI10.1515/snde-2018-0008OpenAlexW2944463826MaRDI QIDQ2697063
Publication date: 17 April 2023
Published in: Studies in Nonlinear Dynamics and Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/snde-2018-0008
Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)
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Cites Work
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