Viterbi-based estimation for Markov switching GARCH model

Robert J. Elliott, John W. Lau, Hong Miao, Tak Kuen Siu

Research output: Contribution to journalArticlepeer-review

6 Citations (Scopus)

Fingerprint

Dive into the research topics of 'Viterbi-based estimation for Markov switching GARCH model'. Together they form a unique fingerprint.

Mathematics

Business & Economics

Engineering & Materials Science