Viterbi-Based Estimation for Markov Switching GARCH Model

R.J. Elliott, John Lau, H. Miao, T.K. Siu

    Research output: Contribution to journalArticle

    4 Citations (Scopus)
    Original languageEnglish
    Pages (from-to)219-231
    JournalApplied Mathematical Finance
    Volume19
    Issue number3
    DOIs
    Publication statusPublished - 2012

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