Pages that link to "Item:Q3368387"
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The following pages link to What Causes The Forecasting Failure of Markov-Switching Models? A Monte Carlo Study (Q3368387):
Displaying 4 items.
- Econometric analysis of financial trade processes by discrete mixture duration models (Q959753) (← links)
- Goodness-of-fit testing for the marginal distribution of regime-switching models with an application to electricity spot prices (Q1621243) (← links)
- Stochastic model specification in Markov switching vector error correction models (Q2699603) (← links)
- Testing for a Markov-Switching Mean in Serially Correlated Data (Q4561858) (← links)
