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QML Estimation of Asymmetric Markov Switching GARCH(p, q) Processes

Crossref DOI link: https://doi.org/10.1007/s40304-019-00197-0

Published Online: 2019-10-15

Published Print: 2021-12

Update policy: https://doi.org/10.1007/springer_crossmark_policy

Authors

Bibi, Abdelouahab
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Text and Data Mining valid from 2019-10-15

Version of Record valid from 2019-10-15
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Article History

Received: 11 December 2018

Revised: 8 April 2019

Accepted: 9 July 2019

First Online: 15 October 2019