On a continuous time stock price model with regime switching, delay, and threshold
Author:
Publisher
Informa UK Limited
Subject
General Economics, Econometrics and Finance,Finance
Link
http://www.tandfonline.com/doi/pdf/10.1080/14697688.2013.879990
Reference11 articles.
1. Consistency and Limiting Distribution of the Least Squares Estimator of a Threshold Autoregressive Model
2. Limiting properties of the least squares estimator of a continuous threshold autoregressive model
3. On Some Auto-Induced Regime Switching Double-Threshold Glued Diffusions
4. A simple regime switching term structure model
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