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Multivariate stochastic volatility models based on generalized Fisher transformation
Chen, Han; Fei, Yijie; Yu, Jun - 2023
Persistent link: https://www.econbiz.de/10014329798
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Existence and uniqueness of solutions to the Bellman equation in stochastic dynamic programming
Rincón-Zapatero, Juan Pablo - 2022 - This Version: March 7, 2022
Persistent link: https://www.econbiz.de/10013449090
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What tames the Celtic tiger? : Portfolio implications from a multivariate Markov switching model
Guidolin, Massimo (contributor); Hyde, Stuart (contributor) - 2008 - Rev.
Persistent link: https://www.econbiz.de/10003739801
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Problems in the numerical simulation of models with heterogeneous agents and economic distortions
Peralta-Alva, Adrian; Santos Santos, Manuel - 2009
Persistent link: https://www.econbiz.de/10003870900
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Regime switching in the Yield curve
Christiansen, Charlotte - 2002
Persistent link: https://www.econbiz.de/10001721442
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MCMC based estimation of term structure models
Mikkelsen, Peter - 2001
Persistent link: https://www.econbiz.de/10001634331
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Common stochastic trends, common cycles, and asymmetry in economic fluctuations
Kim, Chang-jin (contributor); Piger, Jeremy Max (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001965274
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Markov regime switching and unit root tests
Nelson, Charles R. (contributor); Zivot, Eric (contributor);  … - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001965291
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Inferring the private information content of trades : a regime-switching approach
Nyholm, Ken - 1999
Persistent link: https://www.econbiz.de/10001373089
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Estimating intractable non-linear term structure models
Mikkelsen, Peter - 2002
Persistent link: https://www.econbiz.de/10001683220