Работы, цитирующие эту работу

Работ: 2

Работа: Forecasting risk with Markov-switching GARCH models:A large-scale performance study

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   ABIABI:AkademIndex/openalex/2024.article.000072

2. Stochastic Volatility Models with Endogenous Breaks in Volatility Forecasting

   Akram Shavkatovich Hasanov, Sаlоkhiddin Аvаzkhоdjаеv

   ГлаваFinancial Risk and Volatility ModelingContributions to economics2022Цитирований: 3

   ABIABI:AkademIndex/openalex/2026.other.329465