Forecasting Markov-switching dynamic, conditionally heteroscedastic processes
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References listed on IDEAS
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- Haldrup, Niels & Nielsen, Frank S. & Nielsen, Morten Ørregaard, 2010.
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- Gerdesmeier, Dieter & Reimers, Hans-Eggert & Roffia, Barbara, 2015. "Consumer and asset prices: Some recent evidence," Wismar Discussion Papers 01/2015, Hochschule Wismar, Wismar Business School.
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KeywordsForecasts Markov-switching ARFIMA ARCH;
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