Pages that link to "Item:Q5051948"
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The following pages link to VOLATILITY ANALYSIS OF REGIME-SWITCHING MODELS (Q5051948):
Displaying 8 items.
- Dynamic behavior of volatility in a nonstationary generalized regime-switching GARCH model (Q286453) (← links)
- Accounting for regime and parameter uncertainty in regime-switching models (Q654823) (← links)
- Regime switching volatility calibration by the Baum-Welch method (Q989132) (← 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)
- Forecasting Stock Market Volatility with Regime-Switching GARCH Models (Q3368403) (← links)
- Estimating a regime switching pairs trading model (Q4554469) (← links)
- Optimal refinancing strategy for mortgage rate with regime switching (Q6580694) (← links)