Detection of the Indonesian financial crisis using Markov switching dynamic conditional correlation GARCH

Details

Language :

English

ISSN :

0094243X and 15517616

Volume :

2891

Issue :

1

Database :

Supplemental Index

Journal :

AIP Conference Proceedings Online

Publication Type :

Periodical

Accession number :

ejs66460799

Full Text :

https://doi.org/10.1063/5.0200964