Pages that link to "Item:Q1789998"
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The following pages link to Markov regime switching of stochastic volatility Lévy model on approximation mode (Q1789998):
Displaying 4 items.
- Simulation-based sequential analysis of Markov switching stochastic volatility models (Q1020116) (← links)
- Dynamics of a mean-reverting stochastic volatility equation with regime switching (Q2207789) (← links)
- Specification analysis in regime-switching continuous-time diffusion models for market volatility (Q2691691) (← links)
- Markov regime switching in mean and in fractional integration parameter (Q4607353) (← links)