"Volatility Forecasts in Financial Time Series with HMM-GARCH Models."

Xiong-Fei Zhuang, Lai-Wan Chan (2004)

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DOI: 10.1007/978-3-540-28651-6_120

access: closed

type: Conference or Workshop Paper

metadata version: 2017-05-26

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  - conf/ideal/ZhuangC04
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Xiong-Fei Zhuang, Lai-Wan Chan:
Volatility Forecasts in Financial Time Series with HMM-GARCH Models. IDEAL 2004: 807-812

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