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Score-driven multi-regime Markov-switching EGARCH: empirical evidence using the Meixner distribution - MaRDI portal

Score-driven multi-regime Markov-switching EGARCH: empirical evidence using the Meixner distribution

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Publication:6553225

DOI10.1515/SNDE-2021-0101MaRDI QIDQ6553225

Author name not available (Why is that?)

Publication date: 11 June 2024

Published in: (Search for Journal in Brave)




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