How should a local regime-switching model be calibrated?
Xin-Jiang He, Song-Ping Zhu
| Year of publication: |
May 2017
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|---|---|
| Authors: | He, Xin-Jiang ; Zhu, Song-Ping |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 78.2017, p. 149-163
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| Subject: | Local regime-switching model | Closed system | Optimal control problem | Tikhonov regularization | Kontrolltheorie | Control theory | Markov-Kette | Markov chain |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jedc.2017.03.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011817489