Modelling Volatility with Markov-Switching GARCH Models


Ferrer Fernandez, Maria ORCID: 0000-0003-1323-5397 (2022) Modelling Volatility with Markov-Switching GARCH Models. PhD thesis, University of Liverpool.

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Item Type: Thesis (PhD)
Divisions: Faculty of Humanities and Social Sciences > School of Management
Depositing User: Symplectic Admin
Date Deposited: 09 Nov 2022 15:36
Last Modified: 08 Feb 2025 02:30
DOI: 10.17638/03163032
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URI: https://livrepository.liverpool.ac.uk/id/eprint/3163032
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