The following pages link to (Q3893184):
Displaying 9 items.
- Option valuation by a self-exciting threshold binomial model (Q462735) (← links)
- Regime-switching risk: to price or not to price? (Q655231) (← links)
- On filtering and estimation of a threshold stochastic volatility model (Q658656) (← links)
- Fitting piecewise linear threshold autoregressive models by means of genetic algorithms (Q957007) (← links)
- Option pricing when the regime-switching risk is priced (Q1036916) (← links)
- On maximum likelihood estimators for a threshold autoregression (Q1299006) (← links)
- Hidden Markov models with threshold effects and their applications to oil price forecasting (Q2628183) (← links)
- A Multivariate Threshold Varying Conditional Correlations Model (Q3404109) (← links)
- A COMPARATIVE STUDY OF VARIOUS UNIVARIATE TIME SERIES MODELS FOR CANADIAN LYNX DATA (Q3747571) (← links)
