"Local non-stationarity test in mean for Markov switching GARCH models: an ..."

Cathy W. S. Chen, Sangyeol Lee, Shu-Yu Chen (2016)

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DOI: 10.1007/S00180-015-0624-4

access: closed

type: Journal Article

metadata version: 2020-12-29

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Cathy W. S. Chen, Sangyeol Lee, Shu-Yu Chen:
Local non-stationarity test in mean for Markov switching GARCH models: an approximate Bayesian approach. Comput. Stat. 31(1): 1-24 (2016)

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