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Markov Switching Beta-skewed-t EGARCH.

Woraphon YamakaParavee ManeejukSongsak Sriboonchitta
Published in: IUKM (2019)
Keyphrases
  • minimum variance
  • markov chain
  • markov model
  • stock index futures
  • data distribution
  • decision trees
  • class distribution
  • semi markov
  • highly skewed
  • markov processes
  • feature selection