Probabilistic properties of a Markov-switching periodic GARCH process
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Published:2020-03-01
Issue:
Volume:
Page:915-942
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ISSN:0023-5954
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Container-title:Kybernetika
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language:en
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Short-container-title:Kybernetika
Author:
Aliat Billel,Hamdi Fayçal
Publisher
Institute of Information Theory and Automation
Subject
Electrical and Electronic Engineering,Artificial Intelligence,Information Systems,Theoretical Computer Science,Control and Systems Engineering,Software