Score-driven Markov-switching EGARCH models: an application...

  • Main
  • 2018 / 08
  • Score-driven Markov-switching EGARCH models: an application...

Score-driven Markov-switching EGARCH models: an application to systematic risk analysis

Blazsek, Szabolcs, Ho, Han-Chiang, Liu, Su-Ping
How much do you like this book?
What’s the quality of the file?
Download the book for quality assessment
What’s the quality of the downloaded files?
Language:
english
Journal:
Applied Economics
DOI:
10.1080/00036846.2018.1488073
Date:
August, 2018
File:
PDF, 2.01 MB
english, 2018
Conversion to is in progress
Conversion to is failed