Publisher
Springer Science and Business Media LLC
Subject
Management Science and Operations Research,General Decision Sciences
Reference37 articles.
1. Ang, A., & Timmermann, A. (2011). Regime changes and financial markets. National Bureau of Economic Research: Technical report.
2. Bali, T. G., & Theodossiou, P. (2007). A conditional-SGT-var approach with alternative Garch models. Annals of Operations Research, 151(1), 241–267.
3. Bauwens, L., Preminger, A., & Rombouts, J. V. (2010). Theory and inference for a Markov switching Garch model. The Econometrics Journal, 13(2), 218–244.
4. Bollerslev, T. (1986). Generalized autoregressive conditional heteroskedasticity. Journal of Econometrics, 31(3), 307–327.
5. Cai, J. (1994). A Markov model of switching-regime arch. Journal of Business & Economic Statistics, 12(3), 309–316.
Cited by
1 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献