Markov switch smooth transition HYGARCH model: Stability and estimation
نویسندگان
چکیده
منابع مشابه
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ژورنال
عنوان ژورنال: Communications in Statistics - Theory and Methods
سال: 2019
ISSN: 0361-0926,1532-415X
DOI: 10.1080/03610926.2019.1576884