Regime switching for dynamic correlations (Q292034)
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scientific article; zbMATH DE number 6591973
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Regime switching for dynamic correlations |
scientific article; zbMATH DE number 6591973 |
Statements
Regime switching for dynamic correlations (English)
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10 June 2016
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dynamic correlations
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regime switching
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Markov chain
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ARMACH
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0.8640761375427246
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0.8350405693054199
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0.8099377155303955
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0.8094714283943176
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0.7996697425842285
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