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:
2024
Opis:
afiliacja UEK
Strony:
62-86
Tom (seria wydawnicza):
92(1)
Numer DOI:
https://doi.org/10.1111/insr.12546
Link:
https://onlinelibrary.wiley.com/doi/abs/10.1111/insr.12546
Access:
ZAMKNIĘTY