MS_Regress
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Related Items (5)
Markov regime-switching quantile regression models and financial contagion detection ⋮ Empirical analysis of SH50ETF and SH50ETF option prices under regime-switching jump-diffusion models ⋮ Option pricing under a discrete-time Markov switching stochastic volatility with co-jump model ⋮ Weak Stationarity of Ornstein-Uhlenbeck Processes with Stochastic Speed of Mean Reversion ⋮ How do volatility regimes affect the pricing of quality and liquidity in the stock market?
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