The following pages link to MS_Regress (Q28524):
Displaying 5 items.
- Markov regime-switching quantile regression models and financial contagion detection (Q282262) (← links)
- Option pricing under a discrete-time Markov switching stochastic volatility with co-jump model (Q2170294) (← links)
- How do volatility regimes affect the pricing of quality and liquidity in the stock market? (Q2699596) (← links)
- Weak Stationarity of Ornstein-Uhlenbeck Processes with Stochastic Speed of Mean Reversion (Q2956051) (← links)
- Empirical analysis of SH50ETF and SH50ETF option prices under regime-switching jump-diffusion models (Q5078514) (← links)