Markov switching models for time series data with dramatic jumps (Q2912593)
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scientific article; zbMATH DE number 6082862
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| English | Markov switching models for time series data with dramatic jumps |
scientific article; zbMATH DE number 6082862 |
Statements
14 September 2012
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fluctuations of exchange rate
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Markov switching autoregressive models
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nonlinear times series models
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Markov switching models for time series data with dramatic jumps (English)
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0.7778929471969604
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0.7570095658302307
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0.7545062303543091
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0.7482657432556152
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0.7429125905036926
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