Parameter estimates for two-state MS-GJR-GARCH(1,1) model with skewed Student’s-t distribution.
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https://figshare.com/articles/dataset/Parameter_estimates_for_two-state_MS-GJR-GARCH_1_1_model_with_skewed_Student_s-_i_t_i_distribution_/6653651
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资源简介:
Parameter estimates for two-state MS-GJR-GARCH(1,1) model with skewed Student’s-t distribution.
创建时间:
2018-06-22



