scientific article; zbMATH DE number 7255567

zbMath1463.35288MaRDI QIDQ5125154

Songsak Sriboonchitta, Woraphon Yamaka, Sukrit Thongkairat

Publication date: 5 October 2020

Full work available at URL: http://thaijmath.in.cmu.ac.th/index.php/thaijmath/article/view/3907

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

regime switchingmixture of distributionseconomic policy uncertaintyprecious metals

Mathematics Subject Classification ID

Heat equation (35K05) Derivative securities (option pricing, hedging, etc.) (91G20)

Uses Software

• MSGARCH

Cites Work

• Unnamed Item
• A flexible prior distribution for Markov switching autoregressions with Student-\(t\) errors
• Skew-Normal Mixture and Markov-Switching GARCH Processes
• A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
• Calibration ofρValues for Testing Precise Null Hypotheses

This page was built for publication: