Improving GARCH volatility forecasts with regime-switching GARCH

F.J.G.M. Klaassen

Research output: Contribution to journalArticleScientificpeer-review

211 Citations (Scopus)
Original languageEnglish
Pages (from-to)363-394
Number of pages31
JournalEmpirical Economics: A quarterly journal of the Institute for Advanced Studies
Volume27
Issue number2
Publication statusPublished - 2002

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