Title of article :
Forecasting Markov-switching dynamic, conditionally heteroscedastic processes
Author/Authors :
James Davidson، نويسنده ,
Issue Information :
فصلنامه با شماره پیاپی سال 2004
Pages :
11
From page :
137
To page :
147
Keywords :
Forecasts , ARFIMA , Markov-switching , ARCH1.
Journal title :
Statistics and Probability Letters
Serial Year :
2004
Journal title :
Statistics and Probability Letters
Record number :
140311
Link To Document :
https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=140311
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