A new algorithm for calibrating local regime-switching models (Q5000475): Difference between revisions
From MaRDI portal
Removed claim: author (P16): Item:Q315619 |
Changed an Item |
||
Property / author | |||
Property / author: Song-Ping Zhu / rank | |||
Normal rank |
Revision as of 23:01, 12 February 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)
0 references
13 July 2021
0 references
local regime-switching model
0 references
calibration
0 references
empirical test
0 references
risk management
0 references