David Ardia

1 ta ish

Laval University

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

   David Ardia, Keven Bluteau, Kris Boudt +1

   MaqolaOAOchiq kirish20182 iqtibos

   ABIABI:AkademIndex/2026.other.068829