Volatility forecasting revisited using Markov‐switching with time‐varying probability transition
Year of publication: |
2020
|
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Authors: | Wang, Jiqian ; Ma, Feng ; Liang, Chao ; Chen, Zhonglu |
Published in: |
International Journal of Finance & Economics. - Wiley, ISSN 1099-1158, ZDB-ID 1493204-0. - Vol. 27.2020, 1 (23.08.), p. 1387-1400
|
Publisher: |
Wiley |
Saved in:
Online Resource
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