Shahed University
Markov Switching asymmetric GARCH Model: Stability and Forecasting
Saeid Rezakhah | Seyede Alemohammad | Sasan Hossinalizade
URL :
http://research.shahed.ac.ir/WSR/WebPages/Report/PaperView.aspx?PaperID=54043
Date :
2017/07/24
Publish in :
The 39th Conference on Stochastic Processes and their Applications )
Keywords :
Switching, asymmetric, GARCH, Forecasting
Abstract :
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Seyede Alemohammad