![](/img/cover-not-exists.png)
Maximum likelihood estimation of the Markov-switching GARCH model
Augustyniak, MaciejVolume:
76
Language:
english
Journal:
Computational Statistics & Data Analysis
DOI:
10.1016/j.csda.2013.01.026
Date:
August, 2014
File:
PDF, 474 KB
english, 2014