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Estimating m-regimes STAR-GARCH model using QMLE with parameter transformation.

Felix ChanBilly Theoharakis
Published in: Math. Comput. Simul. (2011)
Keyphrases
  • garch model
  • stock market
  • chinese stock market
  • data mining
  • multiresolution
  • multivariate time series
  • image sequences