Markov switching asymmetric GARCH model: stability and forecasting
Crossref DOI link: https://doi.org/10.1007/s00362-018-0992-2
Published Online: 2018-03-10
Published Print: 2020-06
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Alemohammad, N.
Rezakhah, S. http://orcid.org/0000-0003-4466-0492
Alizadeh, S. H.
Text and Data Mining valid from 2018-03-10
Article History
Received: 28 October 2016
Revised: 16 February 2018
First Online: 10 March 2018