"Markov Switching Beta-skewed-t EGARCH."

Woraphon Yamaka, Paravee Maneejuk, Songsak Sriboonchitta (2019)

Details and statistics

DOI: 10.1007/978-3-030-14815-7_16

access: closed

type: Conference or Workshop Paper

metadata version: 2020-09-05

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