Pages that link to "Item:Q5124913"
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The following pages link to A segmented regime-switching model with its application to stock market indices (Q5124913):
Displaying 6 items.
- A MULTIVARIATE REGIME SWITCHING APPROACH TO THE RELATION BETWEEN THE STOCK MARKET, THE INTEREST RATE AND OUTPUT (Q3606397) (← links)
- Smart Indexing Under Regime-Switching Economic States (Q4994677) (← links)
- A segmented generalized Markov regime-switching model with its application in financial time series data (Q5107743) (← links)
- An adaptive regime-switching regression model for hedge funds (Q5414104) (← links)
- A Regime-Switching Model of Long-Term Stock Returns (Q5718204) (← links)
- On robust estimation of hidden semi-Markov regime-switching models (Q6588519) (← links)