Accounting for regime and parameter uncertainty in...

Accounting for regime and parameter uncertainty in regime-switching models

Brian M. Hartman, Matthew J. Heaton
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Volume:
49
Year:
2011
Language:
english
Pages:
9
DOI:
10.1016/j.insmatheco.2011.07.003
File:
PDF, 828 KB
english, 2011
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