TY  - JOUR
AU  - Aliat, Billel
AU  - Hamdi, Fayçal
TI  - Probabilistic properties of a Markov-switching periodic $GARCH$ process
JO  - Kybernetika
PY  - 2019
SP  - 915
EP  - 942
VL  - 55
IS  - 6
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/articles/10.14736/kyb-2019-6-0915/
DO  - 10.14736/kyb-2019-6-0915
LA  - en
ID  - 10_14736_kyb_2019_6_0915
ER  -