A simulation study on the Markov regime-switching zero-drift GARCH model
Crossref DOI link: https://doi.org/10.1007/s10479-020-03832-0
Published Online: 2020-11-01
Published Print: 2023-11
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Shi, Yanlin https://orcid.org/0000-0001-8049-5290
Text and Data Mining valid from 2020-11-01
Version of Record valid from 2020-11-01
Article History
Accepted: 13 October 2020
First Online: 1 November 2020