A Regime-Switching Model of Long-Term Stock Returns
Author:
Publisher
Informa UK Limited
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability
Reference15 articles.
1. A new look at the statistical model identification
2. Valuing Options in Regime-Switching Models
3. Generalized autoregressive conditional heteroskedasticity
4. Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
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