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Markov Switching Beta-skewed-t EGARCH

Woraphon Yamaka, Paravee Maneejuk, Songsak Sriboonchitta. Markov Switching Beta-skewed-t EGARCH. In Hirosato Seki, Canh Hao Nguyen, Van-Nam Huynh, Masahiro Inuiguchi, editors, Integrated Uncertainty in Knowledge Modelling and Decision Making - 7th International Symposium, IUKM 2019, Nara, Japan, March 27-29, 2019, Proceedings. Volume 11471 of Lecture Notes in Computer Science, pages 184-196, Springer, 2019. [doi]

Authors

Woraphon Yamaka

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Paravee Maneejuk

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Songsak Sriboonchitta

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