On the Markov-switching autoregressive stochastic volatility processes
Crossref DOI link: https://doi.org/10.1007/s40324-023-00329-1
Published Online: 2023-05-29
Published Print: 2024-09
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Ghezal, Ahmed
Zemmouri, Imane
Text and Data Mining valid from 2023-05-29
Version of Record valid from 2023-05-29
Article History
Received: 11 March 2023
Accepted: 9 May 2023
First Online: 29 May 2023
Declarations
:
: The authors declare that they have no conflict of interest.