Hybrid SV-GARCH, t-GARCH and Markov-switching covariance structures in VEC models—Which is better from a predictive perspective?
Tytuł:
Hybrid SV-GARCH, t-GARCH and Markov-switching covariance structures in VEC models—Which is better from a predictive perspective?
Czasopismo:
Rok:
2023
Opis:
Early View
Strony:
1-15
Numer DOI:
https://doi.org/10.1111/insr.12546
Link:
https://doi.org/10.1111/insr.12546
Access:
ZAMKNIĘTY