VOLATILITY ANALYSIS OF REGIME-SWITCHING MODELS (Q5051948)
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scientific article; zbMATH DE number 7620608
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | VOLATILITY ANALYSIS OF REGIME-SWITCHING MODELS |
scientific article; zbMATH DE number 7620608 |
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VOLATILITY ANALYSIS OF REGIME-SWITCHING MODELS (English)
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18 November 2022
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Markov chains
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regime-switching model
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volatility analysis
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