المؤلفون: Aliat, Billel, Hamdi, Fayçal

مصطلحات موضوعية: keyword:Markov-switching models, keyword:periodic $GARCH$ models, keyword:periodic stationarity, keyword:higher-order moments, keyword:Markov-switching $PGARCH$ models, keyword:$GMM$ method, msc:60G10, msc:62M10

وصف الملف: application/pdf

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الاتاحة: http://hdl.handle.net/10338.dmlcz/148084