A simulation study on the Markov regime-switching zero-drift GARCH model
Keyword(s):
2015 ◽
Vol 61
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pp. S189-S204
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Keyword(s):
2018 ◽
Vol 139
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pp. 20-30
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Keyword(s):
2016 ◽
Vol 9
(5)
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pp. 31-46
Keyword(s):
2020 ◽
Vol 8
(2)
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pp. 62-72