Title of article :
Deriving the autocovariances of powers of Markov-switching GARCH models, with applications to statistical inference
Author/Authors :
Christian Francq، نويسنده , , Jean-Michel Zako?¨an، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2008
Keywords :
GMM procedure , Markov-switching models , HMM , GARCH , ARMA representation
Journal title :
Computational Statistics and Data Analysis
Journal title :
Computational Statistics and Data Analysis
