✦ LIBER ✦

MODELLING REGIME SWITCHING AND STRUCTURAL BREAKS WITH AN INFINITE HIDDEN MARKOV MODEL

✍ Scribed by Song, Yong

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Autocovariance Structure of Markov Regim

✍ Jing Zhang; Robert A. Stine 📂 Article 📅 2001 🏛 John Wiley and Sons 🌐 English ⚖ 272 KB

Recursive algorithms for estimation of h

✍ Krishnamurthy, V.; George Gang Yin 📂 Article 📅 2002 🏛 IEEE 🌐 English ⚖ 603 KB

Regime-switching in volatility and corre

✍ Miao, Daniel Wei-Chung; Wu, Chun-Chou; Su, Yi-Kai 📂 Article 📅 2013 🏛 Elsevier Science 🌐 English ⚖ 476 KB

Bayesian analysis of multivariate Gaussi

✍ Luigi Spezia 📂 Article 📅 2010 🏛 John Wiley and Sons 🌐 English ⚖ 890 KB

How Persistent is Stock Return Volatilit

✍ Soosung Hwang; Steve E. Satchell; Pedro L. Valls Pereira 📂 Article 📅 2007 🏛 John Wiley and Sons 🌐 English ⚖ 606 KB

Modeling the European cycle with factor

✍ Jose Ramon Cancelo 📂 Article 📅 2004 🏛 Springer US 🌐 English ⚖ 850 KB