Markov switching component GARCH model: Stability and forecasting

N. Alemohammad | S. Rezakhah | S. H. Alizadeh

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URL :   http://research.shahed.ac.ir/WSR/WebPages/Report/PaperView.aspx?PaperID=42428
Date :  2015/09/12
Publish in :    Communications in Statistics -Theory and Methods
DOI :  https://doi.org/10.1080/03610926.2013.841934
Link :  http://www.tandfonline.com/doi/full/10.1080/03610926.2013.841934
Keywords :component, GARCH, stability

Abstract :

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