Forecasting Performance of Markov-Switching GARCH Models: A...

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Forecasting Performance of Markov-Switching GARCH Models: A Large-Scale Empirical Study

Ardia, David, Bluteau, Keven, Boudt, Kris, Catania, Leopoldo
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Year:
2017
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.2918413
File:
PDF, 510 KB
english, 2017
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