A new algorithm for calibrating local regime-switching models (Q5000475): Difference between revisions
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| Property / author: Song-Ping Zhu / rank | |||
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| Property / author: Song-Ping Zhu / rank | |||
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| Property / full work available at URL: https://doi.org/10.1093/imaman/dpaa012 / rank | |||
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Latest revision as of 00:15, 20 March 2024
scientific article; zbMATH DE number 7371194
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new algorithm for calibrating local regime-switching models |
scientific article; zbMATH DE number 7371194 |
Statements
A new algorithm for calibrating local regime-switching models (English)
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13 July 2021
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local regime-switching model
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calibration
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empirical test
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risk management
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