Maximum Likelihood Estimation of the Markov-Switching GARCH Model Based on a General Collapsing Procedure
Crossref DOI link: https://doi.org/10.1007/s11009-016-9541-4
Published Online: 2017-01-11
Published Print: 2018-03
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Augustyniak, Maciej
Boudreault, Mathieu
Morales, Manuel
License valid from 2017-01-11