Pages that link to "Item:Q1633253"
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The following pages link to Efficient estimation of Markov regime-switching models: an application to electricity spot prices (Q1633253):
Displaying 20 items.
- Analysis of single particle diffusion with transient binding using particle filtering (Q738666) (← links)
- Heavy-tails and regime-switching in electricity prices (Q1028534) (← links)
- Goodness-of-fit testing for the marginal distribution of regime-switching models with an application to electricity spot prices (Q1621243) (← links)
- How should a local regime-switching model be calibrated? (Q1655569) (← links)
- Weather derivatives pricing using regime switching model (Q1746426) (← links)
- Forward price and fitting of electricity Nord Pool market under regime-switching two-factor model (Q2037761) (← links)
- OLS estimation of Markov switching VAR models: asymptotics and application to energy use (Q2058550) (← links)
- Regime switching model estimation: spectral clustering hidden Markov model (Q2241182) (← links)
- Valuation of swing options under a regime-switching mean-reverting model (Q2298579) (← links)
- A regime switching model for temperature modeling and applications to weather derivatives pricing (Q2299383) (← links)
- A lattice-based approach to option and bond valuation under mean-reverting regime-switching diffusion processes (Q2315924) (← links)
- Pricing electricity derivatives within a Markov regime-switching model: a risk premium approach (Q2441572) (← links)
- A Markov regime-switching model for crude-oil markets: Comparison of composite likelihood and full likelihood (Q2851573) (← links)
- The Forecasting Performance of a Finite Mixture Regime‐Switching Model for Daily Electricity Prices (Q4687515) (← links)
- Time-Consistent Mean-Variance Pairs-Trading Under Regime-Switching Cointegration (Q4971976) (← links)
- An MCMC computational approach for a continuous time state-dependent regime switching diffusion process (Q5037074) (← links)
- Estimating fast mean-reverting jumps in electricity market models (Q5140350) (← links)
- Computational Science - ICCS 2004 (Q5712725) (← links)
- MCMC calibration of spot-prices models in electricity markets (Q6576819) (← links)
- On the efficacy of ``herd behavior'' in the commodities market: a neuro-fuzzy agent ``herding'' on deep learning traders (Q6581594) (← links)
