A Markov-switching regression model with non-Gaussian innovations: estimation and testing (Q2691700)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Markov-switching regression model with non-Gaussian innovations: estimation and testing |
scientific article |
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A Markov-switching regression model with non-Gaussian innovations: estimation and testing (English)
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30 March 2023
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market regimes
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Markov-switching
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normal inverse Gaussian distribution
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return time series analysis
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