Christina Erlwein-Sayer

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Person:2304044

Available identifiers

zbMath Open erlwein-sayer.christinaMaRDI QIDQ2304044

List of research outcomes





PublicationDate of PublicationType
Filter-based portfolio strategies in an HMM setting with varying correlation parametrizations2024-07-23Paper
Discrete-time implementation of continuous-time filters with application to regime-switching dynamics estimation2020-03-06Paper
Robustification of an On-line EM Algorithm for Modelling Asset Prices Within an HMM2018-12-21Paper
GARCH-extended models: theoretical properties and applications2013-07-25Paper

Research outcomes over time

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