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~isPartOf:"International review of financial analysis"
~language:"eng"
~person:"Fabozzi, Frank J."
~subject:"Duration-dependent Markov switching models"
~subject:"Theorie"
~type_genre:"Article in journal"
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Duration-dependent Markov switching models
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Fabozzi, Frank J.
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International review of financial analysis
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Modeling local trends with regime shifting models with time-varying probabilities
Focardi, Sergio M.
;
Fabozzi, Frank J.
;
Mazza, Davide
- In:
International review of financial analysis
66
(
2019
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012208942
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