Fingerprint
Dive into the research topics of 'A discussion on the innovation distribution of the Markov regime-switching GARCH model'. Together they form a unique fingerprint.- Sort by
- Weight
- Alphabetically
A discussion on the innovation distribution of the Markov regime-switching GARCH model
Yanlin Shi*, Lingbing Feng
*Corresponding author for this work
Research output: Contribution to journal › Article › peer-review
16
Citations
(Scopus)