Markov switching asymmetric GARCH model: stability and forecasting

DOI10.1007/s00362-018-0992-2zbMath1447.60130OpenAlexW2792426076WikidataQ130183695 ScholiaQ130183695MaRDI QIDQ779705

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Publication date: 14 July 2020

Published in: (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-018-0992-2

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