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Non-Markovian Regime Switching...
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Sovereign credit risk in a hidden Markov regieme-switching framework : part 2
Potgieter, Louise
;
Fusai, Gianluca
- In:
Journal / The Capco Institute : journal of financial …
38
(
2013
),
pp. 67-81
Persistent link: https://www.econbiz.de/10010341525
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2
Sovereign credit risk in a hidden Markov regieme-switching framework : part 1 ; methodology
Potgieter, Louise
;
Fusai, Gianluca
- In:
Journal / The Capco Institute : journal of financial …
37
(
2013
),
pp. 99-109
Persistent link: https://www.econbiz.de/10010341540
Saved in:
3
American-type options : stochastic approximation methods
Silvestrov, Dmitrii
-
2015
Persistent link: https://www.econbiz.de/10010236724
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4
Inflation and stock returns, [part] II
Azar, Samih Antoine
- In:
International journal of economics and finance
6
(
2014
)
1
,
pp. 208-216
Persistent link: https://www.econbiz.de/10010237306
Saved in:
5
Time-series model with periodic stochastic regime switching: Part 1 : Theory
Ghysels, Eric
- In:
Macroeconomic dynamics
4
(
2000
)
4
,
pp. 467-486
Persistent link: https://www.econbiz.de/10001548619
Saved in:
6
Time-series model with periodic stochastic regime switching: Part 2 : Applications to 16th- and 17th-century grain prices
Bac, Catherine
;
Chevet, Jean-Michel
;
Ghysels, Eric
- In:
Macroeconomic dynamics
5
(
2001
)
1
,
pp. 21-55
Persistent link: https://www.econbiz.de/10001570829
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