A nesting framework for Markov-switching GARCH modelling with an application to the German stock market
Work
Year: 2015
Type: article
Source: Quantitative Finance
Authors Gerrit Reher, Bernd Wilfling
Institution University of Münster
Cites: 51
Cited by: 13
Related to: 10
FWCI: 1.916
Citation percentile (by year/subfield): 90.9
Subfield: Finance
Domain: Social Sciences
Open Access status: closed