Using Smooth Transition Regressions to Model Risk Regimes (Q5139574)
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scientific article; zbMATH DE number 7283337
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Using Smooth Transition Regressions to Model Risk Regimes |
scientific article; zbMATH DE number 7283337 |
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Using Smooth Transition Regressions to Model Risk Regimes (English)
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9 December 2020
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regime switching
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smooth transition regression
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risk measurement
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hedge funds
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