"Probabilistic properties of a Markov-switching periodic GARCH process."

Billel Aliat, Fayçal Hamdi (2019)

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DOI: 10.14736/KYB-2019-6-0915

access: open

type: Journal Article

metadata version: 2023-03-21

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Billel Aliat, Fayçal Hamdi:
Probabilistic properties of a Markov-switching periodic GARCH process. Kybernetika 55(6): 915-942 (2019)

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