Pages that link to "Item:Q1113255"
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The following pages link to Rational-expectations econometric analysis of changes in regime. An investigation of the term structure of interest rates (Q1113255):
Displaying 5 items.
- A modified CTGAN-plus-features-based method for optimal asset allocation (Q6576887) (← links)
- Closed-form approximated pricing of multivariate derivatives under switching regime models (Q6579701) (← links)
- Numerical approximation of a hybrid Poisson-jump Ait-Sahalia-type interest rate model with delay (Q6596382) (← links)
- Penalized Estimation of Sparse Markov Regime-Switching Vector Auto-Regressive Models (Q6631165) (← links)
- Variable selection in high dimensional linear regressions with parameter instability (Q6664675) (← links)