Regime switching for dynamic correlations (Q292034)

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scientific article; zbMATH DE number 6591973
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English
Regime switching for dynamic correlations
scientific article; zbMATH DE number 6591973

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    Regime switching for dynamic correlations (English)
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    10 June 2016
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    dynamic correlations
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    regime switching
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    Markov chain
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    ARMACH
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