Markov Regime-Switching in-mean model with tempered stable distribution
Year of publication: |
2020
|
---|---|
Authors: | Shi, Yanlin ; Feng, Lingbing ; Fu, Tong |
Published in: |
Computational economics. - Dordrecht [u.a.] : Springer Science + Business Media B.V., ISSN 1572-9974, ZDB-ID 1477445-8. - Vol. 55.2020, 4, p. 1275-1299
|
Subject: | Regime-switching | Fat-tailed distribution | Tempered stable distribution | Statistische Verteilung | Statistical distribution | Theorie | Theory |
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