Zemmouri, Imane, Department of Mathematics, University of Annaba, Elhadjar 23, Annaba, Algeria., Algeria
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Vol 37, No 29 (2023) - Miljana Jovanovic -Stochastic Differential equations, Financial mathematics
On Markov-switching asymmetric logGARCH models: stationarity and estimation
Abstract
ISSN: 2406-0933