Funder
National Natural Science Foundation of China
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Reference16 articles.
1. Short rate nonlinearities and regime switches;Ang;J. Econom. Dynam. Control,2002
2. International asset allocation with regime shifts;Ang;Rev. Financ. Stud.,2002
3. Long time behavior of diffusions with Markov switching;Bardet;ALEA Lat. Am. J. Probab. Math. Stat.,2010
4. A theory of the term structure of interest rates;Cox;Econometrica,1985
5. Pricing regime-switching risk in an HJM interest rate environment;Elliott;Quant. Finance,2016
Cited by
1 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献
1. On testing the changes in trends of stock market index and rates;Communications in Statistics - Simulation and Computation;2024-07-31