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Markov-Switching GARCH Models in R: The MSGARCH Package
Ardia, David, Bluteau, Keven, Boudt, Kris, Trottier, Denis-AlexandreYear:
2016
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.2845809
File:
PDF, 1.13 MB
english, 2016