Abstract: Considering time-varying transition probability (TVTP), this article combines Markov regime switching with a dynamic conditional correlation generalized autoregressive conditional ...
An R package for estimating GARCH-MIDAS (MIxed-DAta-Sampling) models (Engle, Ghysels and Sohn, 2013, doi:10.1162/REST_a_00300) and related statistical inference ...
Welcome to the Python Learning Roadmap in 30 Days! This project is designed to guide you through a structured 30-day journey to learn the Python programming language from scratch and master its ...
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