Cited in
(5)- Markov regime-switching quantile regression models and financial contagion detection
- Weak stationarity of Ornstein-Uhlenbeck processes with stochastic speed of mean reversion
- Empirical analysis of SH50ETF and SH50ETF option prices under regime-switching jump-diffusion models
- Option pricing under a discrete-time Markov switching stochastic volatility with co-jump model
- How do volatility regimes affect the pricing of quality and liquidity in the stock market?
This page was built for software: MS_Regress
