The Functional Central Limit Theorem for Markov-Switching GARCH Model
Year of publication: |
[2022]
|
---|---|
Authors: | Kwon, Dream ; Lee, Oesook |
Publisher: |
[S.l.] : SSRN |
Subject: | ARCH-Modell | ARCH model | Theorie | Theory | Markov-Kette | Markov chain |
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