A new approach to model regime switching (Q341901)
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scientific article; zbMATH DE number 6653841
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A new approach to model regime switching |
scientific article; zbMATH DE number 6653841 |
Statements
A new approach to model regime switching (English)
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17 November 2016
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regime switching model
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latent factor
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endogeneity
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mean reversion
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leverage effect
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maximum likelihood estimation
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Markov chain
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0.8980983
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0.8829309
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0.8824748
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0.8814675
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0.8797917
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0.8795014
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0.87491584
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