A Family of Markov-Switching Garch Processes

A Family of Markov-Switching Garch Processes

Ji-Chun Liu
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Volume:
aop
Year:
2012
Language:
english
Pages:
1
DOI:
10.1111/j.1467-9892.2012.00804.x
File:
PDF, 323 KB
english, 2012
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