MCMC-based estimation of Markov Switching ARMA-GARCH models

Jan S. Henneke, Svetlozar T. Rachev, Frank J. Fabozzi, Metodi Nikolove

Research output: Contribution to journal › Article › peer-review

34 Scopus citations

Fingerprint

Dive into the research topics of 'MCMC-based estimation of Markov Switching ARMA-GARCH models'. Together they form a unique fingerprint.

Business & Economics