Pages that link to "Item:Q5906546"
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The following pages link to Testing the term structure of interest rates using a stationary vector autoregression with regime switching (Q5906546):
Displaying 5 items.
- On pricing and hedging options in regime-switching models with feedback effect (Q633323) (← links)
- Switching state-space models: likelihood function, filtering and smoothing (Q1299533) (← links)
- Finite-sampling properties of the maximum likelihood estimator in autoregressive models with Markov switching (Q1305646) (← links)
- Short rate nonlinearities and regime switches. (Q1605421) (← links)
- On the power of tests for superexogeneity and structural invariance (Q1915468) (← links)