MS_Regress
From MaRDI portal
Software:28524
swMATH16655MaRDI QIDQ28524FDOQ28524
Author name not available (Why is that?)
Cited In (5)
- Markov regime-switching quantile regression models and financial contagion detection
- Option pricing under a discrete-time Markov switching stochastic volatility with co-jump model
- Weak Stationarity of Ornstein-Uhlenbeck Processes with Stochastic Speed of Mean Reversion
- How do volatility regimes affect the pricing of quality and liquidity in the stock market?
- Empirical analysis of SH50ETF and SH50ETF option prices under regime-switching jump-diffusion models
This page was built for software: MS_Regress
