Moments of Markov switching models

Journal of Econometrics

Volumn 96, Issue 1, 2000, Pages 75-111

  Timmermann, Allan ^a  

^a Department of Economics   (United States)

Author keywords

Higher order moments; Markov switching; Mixtures of normals; Volatility clustering

Indexed keywords

EID: 0002226418     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4076(99)00051-2     Document Type: Article

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