Estimation results of parameters for MS-GARCH in two regimes with the model specification of GJR-GARCH(1,1) with an underlying normal () distribution for each regime.
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Estimation results of parameters for MS-GARCH in two regimes with the model specification of GJR-GARCH(1,1) with an underlying normal () distribution for each regime.
创建时间：
2024-12-05
