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- W2012123040 abstract "The regime-switching GARCH model combines the idea of Markov switching and GARCH model, which also extends Hidden Markov models. The statistical inference for this model, however, is rather difficu ..." @default.
- W2012123040 created "2016-06-24" @default.
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- W2012123040 date "2005-01-01" @default.
- W2012123040 modified "2023-09-28" @default.
- W2012123040 title "Consistency of Maximum Likelihood Estimators for the Reduced Regime-Switching GARCH Model" @default.
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