Markov Switching asymmetric GARCH Model: Stability and Forecasting

Saeid Rezakhah | Seyede Alemohammad | Sasan Hossinalizade

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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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