List of Articles Markov regime switching GARCH

• Open Access Article
  • Abstract Page
  • Full-Text
  
  1 - Investigation of Weak Form Efficiency Hypothesis in Both High and Low Volatility Regimes of OPEC Crude Oil Market
  mahmood mohammadi alamuti mohammad reza haddadi younes nademi
• Open Access Article
  • Abstract Page
  • Full-Text
  
  2 - The Relation Between one Economic Events with the Concepts of Changing Regime about Returns, Risk and Liquidity in Stock Market
  Hassan Ghalibafasl Naser Elahi Masoomeh Torkaman Ahmadi Yadolah Dadgar
• Open Access Article
  • Abstract Page
  • Full-Text
  
  3 - Modeling and Forecasting Evaluation of Different Models of Short-Term Memory, Long-Term Memory, Markov Switching and Hyperbolic GARCH in Forecasting OPEC Crude Oil Price Volatility
  mahmood mohammadi alamuti Mohammadreza Haddadi Younes Nademi