Pages that link to "Item:Q1621243"
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The following pages link to Goodness-of-fit testing for the marginal distribution of regime-switching models with an application to electricity spot prices (Q1621243):
Displayed 6 items.
- The viscosity solutions approach to swing options pricing under a regime-switching mean-reverting model (Q824886) (← links)
- Structural break detection method based on the adaptive regression splines technique (Q1620476) (← links)
- Recurrence statistics for anomalous diffusion regime change detection (Q1796971) (← links)
- OLS estimation of Markov switching VAR models: asymptotics and application to energy use (Q2058550) (← links)
- Valuation of swing options under a regime-switching mean-reverting model (Q2298579) (← links)
- Pricing electricity derivatives within a Markov regime-switching model: a risk premium approach (Q2441572) (← links)