Markov Switching GARCH Models: Filtering, Approximations and Duality
Crossref DOI link: https://doi.org/10.1007/978-3-319-50234-2_5
Published Online: 2017-12-30
Published Print: 2017
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Billio, Monica
Cavicchioli, Maddalena
License valid from 2017-01-01