Forecasting Performance of Markov-Switching GARCH Models: A Large-Scale Empirical Study
Ardia, David, Bluteau, Keven, Boudt, Kris, Catania, LeopoldoYear:
2017
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.2918413
File:
PDF, 510 KB
2017