Markov-switching GARCH models in R: The MSGARCH package
Author(s)
Boudt, Kris
Catania, Leopoldo
Trottier, Denis-Alexandre
Date issued
2019
In
Journal of Statistical Software, Forthcoming
Vol
0
No
0
From page
01
To page
01
Reviewed by peer
1
Publication type
journal article
File(s)