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1-5 of 5 results for Markonv regime-switching GARCH

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Restricted accessResearch articleFirst published January, 2026

Networked control systems induced delay modeling and stability analysis using Markov-regime-switching GARCH model

Ayoub Aouati, Sofiane Gherbi, Soumia Kharfouchi

Transactions of the Institute of Measurement and Control

Available accessResearch articleFirst published April, 2018

Markov Switching International Capital Asset Pricing Model,an Emerging Market Case: Mexico

Humberto Valencia-Herrera, Francisco López-Herrera

Journal of Emerging Market Finance

Restricted accessResearch articleFirst published 2026

Foreign Direct Investment Under Uncertainty: A Regime-switching,Threshold and Dynamic Correlation Analysis of Emerging Economies

Heidy Rico Fontalvo, Mario de la Puente, José Torres [...]

Global Business Review

Restricted accessResearch articleFirst published January, 2023

Volatility Forecasting of Crude Oil Market: Which Structural Change Based GARCH Models have Better Performance?

Yue-Jun Zhang, Han Zhang

The Energy Journal

Restricted accessResearch articleFirst published November, 2019

Interfuel Substitution: Evidence from the Markov Switching Minflex Laurent Demand System with BEKK Errors

Apostolos Serletis, Libo Xu

The Energy Journal

Search results

Articles (5)

Journals (0)

1-5 of 5 results for Markonv regime-switching GARCH

Sort by:

Relevance

Select all

Sort by:

Relevance

Restricted accessResearch articleFirst published January, 2026

Networked control systems induced delay modeling and stability analysis using Markov-regime-switching GARCH model

Ayoub Aouati, Sofiane Gherbi, Soumia Kharfouchi

Transactions of the Institute of Measurement and Control

Available accessResearch articleFirst published April, 2018

Markov Switching International Capital Asset Pricing Model,an Emerging Market Case: Mexico

Humberto Valencia-Herrera, Francisco López-Herrera

Journal of Emerging Market Finance

Restricted accessResearch articleFirst published 2026

Foreign Direct Investment Under Uncertainty: A Regime-switching,Threshold and Dynamic Correlation Analysis of Emerging Economies

Heidy Rico Fontalvo, Mario de la Puente, José Torres [...]

Global Business Review

Restricted accessResearch articleFirst published January, 2023

Volatility Forecasting of Crude Oil Market: Which Structural Change Based GARCH Models have Better Performance?

Yue-Jun Zhang, Han Zhang

The Energy Journal

Restricted accessResearch articleFirst published November, 2019

Interfuel Substitution: Evidence from the Markov Switching Minflex Laurent Demand System with BEKK Errors

Apostolos Serletis, Libo Xu

The Energy Journal