Improving GARCH Volatility Forecasts with Regime-Switching GARCH

Authors
Publication date 2002
Journal Empirical Economics
Volume | Issue number 27
Pages (from-to) 363-394
Organisations
  • Faculty of Economics and Business (FEB) - Amsterdam School of Economics Research Institute (ASE-RI)
Document type Article
Published at https://doi.org/10.1007/s001810100100
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