A new algorithm for calibrating local regime-switching models (Q5000475)
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scientific article; zbMATH DE number 7371194
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| English | A new algorithm for calibrating local regime-switching models |
scientific article; zbMATH DE number 7371194 |
Statements
A new algorithm for calibrating local regime-switching models (English)
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13 July 2021
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local regime-switching model
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calibration
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empirical test
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risk management
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