An Asymmetric Markov Switching GARCH Model: Estimation and Forecasting

Seyede Alemohammad | Saeid Rezakhah | Sasan Hossinalizade

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URL :   http://research.shahed.ac.ir/WSR/WebPages/Report/PaperView.aspx?PaperID=30757
Date :  2015/08/19
Publish in :    دهمين سمينار احتمال و فرايندهاي تصادفي

Link :  http://spsp10.yazd.ac.ir/
Keywords :Switching, GARCH, Forecasting

Abstract :

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http://spsp10.yazd.ac.ir/