Pages that link to "Item:Q5718204"
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The following pages link to A Regime-Switching Model of Long-Term Stock Returns (Q5718204):
Displayed 12 items.
- Optimal stopping behavior of equity-linked investment products with regime switching (Q817296) (← links)
- Temporal aggregation of equity return time-series models (Q929677) (← links)
- Pricing exotic options under regime switching (Q995503) (← links)
- Small-time ruin for a financial process modulated by a Harris recurrent Markov chain (Q1003334) (← links)
- Adaptive signal processing of asset price dynamics with predictability analysis (Q2465971) (← links)
- On the joint distribution of surplus before and after ruin under a Markovian regime switching model (Q2490058) (← links)
- Markowitz's mean-variance asset-liability management with regime switching: a continuous-time model (Q2518552) (← links)
- Bounds of ruin probability for regime-switching models using time scale separation (Q3440848) (← links)
- Asset Allocation with Regime-Switching: Discrete-Time Case (Q4661699) (← links)
- Value-at-risk in a market subject to regime switching (Q5440101) (← links)
- Volatility Risk For Regime-Switching Models (Q5716001) (← links)
- Variance of the CTE Estimator (Q5716030) (← links)