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Does anyone have a program code Mathlab Markov switching Threshold GARCH ?
I was working on my thesis on the theme of Markov switching tgarch. I have difficulty to obtain mathlab program code tgarch Mark...
9 years ago | 0 answers | 0
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Does anyone have a program code Gauss Markov switching Threshold GARCH ?
I was working on my thesis on the theme of Markov switching tgarch. I have difficulty to obtain mathlab program code tgarch Mar...
9 years ago | 0 answers | 0