5

Fractional differencing in discrete time

Year:
2013
Language:
english
File:
PDF, 710 KB
english, 2013
9

VaR and expected shortfall: a non-normal regime switching framework

Year:
2009
Language:
english
File:
PDF, 663 KB
english, 2009
42

INVESTMENT TIMING UNDER REGIME SWITCHING

Year:
2009
Language:
english
File:
PDF, 264 KB
english, 2009
47

Viterbi-Based Estimation for Markov Switching GARCH Model

Year:
2012
Language:
english
File:
PDF, 367 KB
english, 2012