Old Web
English
Sign In
Acemap
>
Paper
>
Additive Endogenous Regime Switching GARCH Model
Additive Endogenous Regime Switching GARCH Model
2019
양현진
Heej N Han
김창식
Keywords:
Autoregressive conditional heteroskedasticity
Volatility (finance)
regime switching
Economics
Econometrics
Correction
Source
Cite
Save
Machine Reading By IdeaReader
0
References
0
Citations
NaN
KQI
[]