A new approach to model regime switching (Q341901)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new approach to model regime switching |
scientific article |
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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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