Regime-Switching volatility and risk quantification in South Asian and developed stock Markets: A Comparative perspective using Markov-Switching GARCH with MLE and MCMC estimations
Author:
Hina Mushtaq,Muhammad Ishtiaq,Surayya Jamal,Syed Maisam Raza Rizvi,Hamad Raza
Publication:
The North American Journal of Economics and Finance
© 2025 The Author(s). Published by Elsevier Inc.