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~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"Journal of empirical finance"
~person:"Ma, Feng"
~subject:"Monte Carlo simulation"
~subject:"Volatilität"
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Volatility forecasting revisited using Markov-switching with time-varying probability transition
Wang, Jiqian
;
Ma, Feng
;
Liang, Chao
;
Chen, Zhonglu
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 1387-1400
Persistent link: https://www.econbiz.de/10012815077
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