"A simulation study on the Markov regime-switching zero-drift GARCH model."

Yanlin Shi (2023)

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DOI: 10.1007/S10479-020-03832-0

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type: Journal Article

metadata version: 2023-12-10

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Yanlin Shi:
A simulation study on the Markov regime-switching zero-drift GARCH model. Ann. Oper. Res. 330(1): 1-20 (2023)

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