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Markov Regime Switching Models的matlab程序2015版
9 个回复 - 3855 次查看 Marcelo Perlin开发的matlab package最新版, 具体程序见附件 code网址：https://sites.google.com/site/ma ... ng-models-in-matlab pdf格式的使用说明，网址：http://papers.ssrn.com/sol3/papers.cfm?abstr ...2016-9-18 17:25 - 葛新龙 - MATLAB等数学软件专版

state space models with regime switching 详细版
1 个回复 - 1372 次查看 state space models with regime switching 详细版2022-4-14 23:23 - clb12345678 - Gauss专版

求助SD文献+A Markov model for switching regressions
1 个回复 - 539 次查看【作者(必填)】Stephen M.Goldfeld[/backcolor]Richard E.Quandt[/backcolor] 【文题(必填)】A Markov model for switching regressions 【年份(必填)】Volume 1, Issue 1[/backcolor], March 1973, Pages 3-15 ...2022-8-17 16:42 - scottan123456 - 求助成功区

求文献Numerical methods for dividend optimization using regime-switching
3 个回复 - 596 次查看【作者(必填)】Z. Jin and G. Yin 【文题(必填)】Numerical methods for dividend optimization using regime-switching jump-diffusion models 【年份(必填)】2011 【全文链接或数据库名称(选填)】谢 ...2018-11-15 16:15 - sjm1972 - 求助成功区

State-Space Models with Regime Switching: Classical and Gibbs-Sampling Approache
17 个回复 - 3245 次查看【作者(必填)】Chang-Jin Kim (作者), Charles R. Nelson (作者) 【文题(必填)】State-Space Models with Regime Switching: Classical and Gibbs-Sampling Approaches with Applications (英语) 【年份(必填 ...2019-1-17 10:21 - lovebao - 求助成功区

A regime-switching approach to estimating the nonlinear quantity-based monetary
1 个回复 - 606 次查看【作者(必填)】 XU ZHANG ET AL. 【文题(必填)】 A regime-switching approach to estimating the nonlinear quantity-based monetary policy rule in China[/backcolor]【年份(必填)】 2017 【全文链接或数据库 ...2021-10-14 11:21 - zx8387 - 求助成功区

请问转换回归模型（switching regression model）的stata命令用哪个，具体怎么用
19 个回复 - 16197 次查看如题，请高人指点，不胜感激2012-12-8 12:27 - mengfanqiang - Stata专版

[下载]markov-switching vector autoregressions: modelling ,statistical inference, a
37 个回复 - 15070 次查看 2005-5-2 19:32 - oldman - 计量经济学与统计软件

求文献1篇：An Implementation of Markov Regime Switching GARCH Models in Matlab
5 个回复 - 797 次查看【作者(必填)】 Chuffart, Thomas 【文题(必填)】 An Implementation of Markov Regime Switching GARCH Models in Matlab 【年份(必填)】 2017 【全文链接或数据库名称(选填)】 https://www.ona ...2020-1-21 00:46 - Monodium - 求助成功区

A control function approach to estimating switching regression models with endog
1 个回复 - 1513 次查看 Wooldridge和Murtazashvili在2016年发表在Journal of Econometrics一片关于解决Endogeneity Problems 的文章。 AbstractWe derive simple, multi-step estimation methods for a linear model with heterogeneous c ...2016-9-16 09:25 - DuShu16 - 经济统计专版

stata sw regress出现r(2001)错误：insufficient observations
6 个回复 - 9754 次查看向大家请教此问题，根据书上的案例来的，案例用的是stata12，我用的是stata16，为什么会显示r(2001)呢？数据在图片中展示2020-6-23 18:20 - 穗SUI - Stata专版

A Machine Learning Approach in Regime-Switching Risk Parity Portfolios
1 个回复 - 313 次查看【作者(必填)】 A. Sinem Uysal and John M. Mulvey 【文题(必填)】 A Machine Learning Approach in Regime-Switching Risk Parity Portfolios 【年份(必填)】 2021 【全文链接或数据库名称(选填)】https://j ...2023-2-2 21:59 - waterup - 文献求助专区

Factor Momentum and Regime-Switching Overlay Strategy
0 个回复 - 300 次查看【作者(必填)】 Junhan Gu and John M. Mulvey 【文题(必填)】 Factor Momentum and Regime-Switching Overlay Strategy 【年份(必填)】 2021 【全文链接或数据库名称(选填)】https://jfds.pm-research.co ...2023-2-2 22:10 - waterup - 文献求助专区

发现eviews8可以做Markov Switching Regression
29 个回复 - 9909 次查看 eviews8居然可以做MS回归，真是被震惊到啦。不多说，上图。在estimation里method选项中直接有SWITCHINGREG选项，然后switching type里有simple和markov两种模式，这里我用的是markov，然后两个regime，直接回归。结 ...2015-10-25 17:21 - 兔八妹mm - 新手入门区

Markov regime swich DSGE
9 个回复 - 1875 次查看区制动态随机一般均衡经管之家：Do the best economic and management education！ Author: Danielu tulips liu © tulipsliu 教学开始好像不说几句话，通过 Markdonw 格式发的文件，在后面的代码部分会因 ...2020-9-22 15:02 - tulipsliu - MATLAB等数学软件专版

马尔科夫机制转换（Markov regime switching）转换模型的Eviews实现
24 个回复 - 17440 次查看本人正在学习马尔科夫机制转换模型，用Eviews6.0的LOGL编写了一段程序，但运行时总是提示：“Missing value in @logl series at current coefficient at observaton 1996m02”（1996m02是因变量的第一个观察值），这 ...2009-10-28 21:03 - oldoddm - EViews专版

请问关于regime switching怎么构造利率曲线？
0 个回复 - 622 次查看现偿二代中，保险合同负债折现率采用的是对评估日前750个工作日的银行间固定利率国债收益率曲线的即期利率进行移动平均，论文想重新构造一条曲线，涉及利率期限结构模型，有十几个不知道用哪个，导师说：“最好是用r ...2021-2-8 15:55 - biubiumz - 金融学（理论版）

endogenous switching regression内生转换回归模型
5 个回复 - 5459 次查看内生转换回归模型，movestay命令。样本分离的matlab程序已经完成。样本未分离的，谁估计过？需要EM算法。2014-12-6 12:52 - siegfriedkirche - MATLAB等数学软件专版

内生转换模型endogenous switching regression model
6 个回复 - 4138 次查看请问有人知道用movestay指令做内生转换模型时，出现以下的error怎么解决吗？ Fitting initial values .....initial vector: copy option requires either a matrix or a list of numbers2019-8-1 02:48 - yuibo1025 - Stata专版

【学习笔记】Sweet love you, precious, i disdained the situation with reg ...
1 个回复 - 541 次查看 Sweet love you, precious, i disdained the situation with regard emperors swap。　　你甜蜜的爱，就是珍宝，我不屑把处境跟帝王对调。2020-8-5 16:42 - 李沐寒521521 - Forum

【学习笔记】Sweet love you, precious, i disdained the situation with reg ...
1 个回复 - 362 次查看 Sweet love you, precious, i disdained the situation with regard emperors swap。　　你甜蜜的爱，就是珍宝，我不屑把处境跟帝王对调。 To be or not to be.that is a question. 生存还是毁灭，这是一个值得考 ...2020-8-5 16:44 - 李沐寒521521 - Forum

Pricing volatility swaps in the Heston’s stochastic volatility model with regim
1 个回复 - 417 次查看【作者(必填)】Mengzhe Zhang[/backcolor] and Leunglung Chan[/backcolor] 【文题(必填)】Pricing volatility swaps in the Heston’s stochastic volatility model with regime switching: A saddlepoint a ...2019-11-10 20:49 - Alicefree - 求助成功区

求文献：Environmental regulation as a double-edged sword for housing markets
1 个回复 - 254 次查看【作者(必填)】SumitAgarwala[/backcolor]YonghengDengb[/backcolor]TengLia[/backcolor] 【文题(必填)】Environmental regulation as a double-edged sword for housing markets: Evidence from the NOx Budget ...2019-7-18 22:29 - tianyahero - 求助成功区

Switching generalized autoregressive score copula models with application to sys
1 个回复 - 592 次查看【作者(必填)】 23 【文题(必填)】 Switching generalized autoregressive score copula models with application to systemic risk【年份(必填)】 23 【全文链接或数据库名称(选填)】https://onlinelibrary.wi ...2019-6-28 11:40 - internet.hzx - 求助成功区

Markov Switching Dynamic Regression 是否要求序列是平稳的？
0 个回复 - 1020 次查看 Stata 的 mswitch dr 命令没有这方面的说明。多谢大家回复。2019-6-20 10:25 - doodad - Stata专版

MS_Regress - A Package for Markov Regime Switching Models in Matlab
2 个回复 - 2761 次查看 [/backcolor] Č Ċ About the MS_Regress_Package.pdf (530k) Marcelo Perlin, Oct 30, 2014, 9:05 AM v.7 ď ċ MS_Regress_FEX_1.07.zip (248k) Marcelo Per ...2015-3-30 23:10 - Nicolle - winbugs及其他软件专版

Parametric Nonlinear Regression with Endogenous Switching
2 个回复 - 830 次查看【作者(必填)】 Joseph V. Terza 【文题(必填)】Parametric Nonlinear Regression with Endogenous Switching 【年份(必填)】2009 【全文链接或数据库名称(选填)】http://www.tandfonline.com/doi/abs/10.1080 ...2016-3-31 18:46 - linzima - 求助成功区

有序定类变量是自变量，转化为虚拟变量之后怎么用sw reg逐步回归？好像不可以了？
1 个回复 - 2196 次查看 stata stata stata 有序定类变量是自变量，转化为虚拟变量之后怎么用sw reg逐步回归？好像不可以了？2018-12-5 18:56 - 绅士张先生 - Stata专版

Financial stress, regime switching and spillover effects
1 个回复 - 768 次查看 Financial stress, regime switching and spillover effects: Evidence from a multi-regime global VAR model2018-9-2 10:31 - liuchao187 - 文献求助专区

Regime switches in the Sino-American co-dependency
1 个回复 - 490 次查看【作者(必填)】Luigi Bonatti[/backcolor] 【文题(必填)】Regime switches in the Sino-American co-dependency: Growth and structural change in ChinaAuthor links open overlay panel 【年份(必填 ...2018-8-26 18:05 - 郑光凤 - 求助成功区

The contagion effect in European sovereign debt markets: A regime-switching vine
1 个回复 - 386 次查看【作者(必填)】 2 【文题(必填)】 The contagion effect in European sovereign debt markets: A regime-switching vine copula approach 【年份(必填)】 3 【全文链接或数据库名称(选填)】 https://www.scie ...2018-8-22 15:41 - internet.hzx - 求助成功区

The frequency of regime switching in financial market volatility
2 个回复 - 467 次查看【作者(必填)】 AhmedBenSaïda[/backcolor] 【文题(必填)】 The frequency of regime switching in financial market volatility【年份(必填)】 2015 【全文链接或数据库名称(选填)】http://xueshu.baidu. ...2018-8-21 23:48 - internet.hzx - 求助成功区

Estimating Markovian Switching Regression Models using R
12 个回复 - 2467 次查看 Estimating Markovian Switching Regression Models in An application to model energy price in Spain **** 本内容被作者隐藏 ****2015-3-30 23:17 - Nicolle - winbugs及其他软件专版

New Firm Formation and Regional Development in Sweden
2 个回复 - 462 次查看【作者(必填)】 Per Davidsson, Leif Lindmark & Christer Olofsson 【文题(必填)】 New Firm Formation and Regional Development in Sweden 【年份(必填)】 2006 【全文链接或数据库名称(选填)】 N ...2018-5-10 15:05 - lily_merry - 求助成功区

求文献Option Valuation Under a Double Regime‐Switching Model
3 个回复 - 531 次查看【作者(必填)】Yang Shen 【文题(必填)】Option Valuation Under a Double Regime‐Switching Model 【年份(必填)】2014 【全文链接或数据库名称(选填)】https://onlinelibrary.wiley.com/doi/pdf/10.1002/ ...2018-6-11 13:32 - macro-quant - 求助成功区

自己写的markov regime switching DCC model
28 个回复 - 13648 次查看有感兴趣的或者用的着同学进来下，收取80论坛币2011-5-31 15:14 - rcjrn - 金融工程（数量金融）与金融衍生品

Granger Causality and Regime Inference in Markov Switching VAR Models with Bayes
1 个回复 - 615 次查看【作者(必填)】Matthieu Droumaguet, Anders Warne, Tomasz Woźniak 【文题(必填)】Granger Causality and Regime Inference in Markov Switching VAR Models with Bayesian Methods 【年份(必填)】2017 ...2018-1-18 13:04 - jzbd - 求助成功区

Markov-Switching Models with Evolving Regime-Specific Parameters: Are Postwar Bo
4 个回复 - 790 次查看【作者(必填)】 Yunjong Eo[/backcolor] and Chang-Jin Kim[/backcolor] 【文题(必填)】 Markov-Switching Models with Evolving Regime-Specific Parameters: Are Postwar Booms or Recessions All Alike?【年份 ...2018-1-9 11:49 - jzbd - 求助成功区

关于论文A Conditional Regime Switching CAPM中一个理解问题求解
0 个回复 - 1107 次查看 One of the aims of this paper is to provide a simple and replicable approach to estimating a conditional asset pricing model. Similar to the two-pass approach used in the standard CAPM, we adopt a t ...2017-12-30 21:43 - jmq19950824 - 金融学（理论版）

Pricing double barrier options under a volatility regime-switching model with ps
1 个回复 - 792 次查看【作者(必填)】Shiyu SongEmail author[/backcolor]Yongjin Wang 【文题(必填)】Pricing double barrier options under a volatility regime-switching model with psychological barriers 【年份(必填)】Review ...2017-12-10 15:19 - ssylzz - 求助成功区

求助Markov Regime Switching models的R-square手动计算
2 个回复 - 1494 次查看抱着试一试的心态来问问坛子里的大神：我在使用Marcelo Perlin的Matlab Package跑MS regression的时候，输出的结果里面是没有拟合优度这一项的，看Perlin在问答里说，一些检验的统计量需要自行计算，但是作为新手的 ...2017-7-29 18:02 - 一路风景_ - MATLAB等数学软件专版

Invention, Innovation and Regional Growth in Swedish Regions
0 个回复 - 527 次查看【作者(必填)】O Ejermo， U Gråsjö 【文题(必填)】Invention, Innovation and Regional Growth in Swedish Regions 【年份(必填)】2009 【全文链接或数据库名称(选填)】http://xueshu.baidu.com/s ...2017-7-16 11:51 - just234 - 文献求助专区

Discrete particle swarm optimization for constructing uniform design on irregula
2 个回复 - 684 次查看【作者(必填)】 [*]Ray-Bing Chena, [*]Yen-Wen Hsub, [*]Ying Hungc, Weichung Wang 【文题(必填)】Discrete particle swarm optimization for constructing uniform design on irregular regions 【年份 ...2014-2-8 13:29 - ozj9325 - 求助成功区

State-Space Models with Regime Switching: Classical and Gibbs-Sampling Approache
0 个回复 - 1864 次查看 State-Space Models with Regime Switching: Classical and Gibbs-Sampling Approaches with Applications 书名：state-space models with regime switching:Classical and Gibbs-Sampling Approaches with Ap ...2017-5-10 11:12 - lzg_jlu - 计量经济学与统计软件

一个Regime Switching模型的matlab代码
2 个回复 - 2910 次查看机制转移模型函数用于评估、仿真及预测自回归的马尔可夫转换模型。可以选择用于模型估计的分布函数。用于研究时间序列结构性变化，分析金融、股市乃至通货膨胀的研究。2012-5-5 01:59 - skydownshit - MATLAB等数学软件专版

state-space models with regime switching:
71 个回复 - 25873 次查看书名：state-space models with regime switching:Classical and Gibbs-Sampling Approaches with Applications 作者：Chang-Jin Kim, Charles R. Nelson 格式：pdf分卷压缩来源：自己复印扫描大小：39m 页数 ...2008-9-9 08:12 - bookbug - 计量经济学与统计软件

最新版MATLAB Package for Markov Regime Switching Models
2 个回复 - 2075 次查看 matlab package for MS Regress 1.09 matlab package for TVTP models based on MS Regress. paper updated 20152015-10-28 20:46 - chenchen2304 - MATLAB等数学软件专版

Double barrier option under regime-switching exponential mean-reverting process
2 个回复 - 730 次查看【作者(必填)】P. Eloea, R. H. Liua* & J. Y. Suna 【文题(必填)】Double barrier option under regime-switching exponential mean-reverting process 【年份(必填)】2009 【全文链接或数据库名称(选填)】h ...2016-4-6 12:29 - hnu123 - 求助成功区

Optimal financing and dividend policy with Markovian switching regimes
7 个回复 - 711 次查看【作者(必填)】Huiming Zhu[/backcolor], Chao Deng[/backcolor], Yingchun Deng[/backcolor] & Ya Huang[/backcolor] 【文题(必填)】Optimal financing and dividend policy with Markovian switching regimes ...2016-12-5 22:04 - keeper - 求助成功区

Time-Varying Transition Probabilities for Markov Regime Switching Models
1 个回复 - 1037 次查看【作者(必填)】Marco Bazzi1, Francisco Blasques2, Siem Jan Koopman2,3,* andAndre Lucas2 【文题(必填)】Time-Varying Transition Probabilities for Markov Regime Switching Models 【年份(必填)】2016 ...2017-4-28 09:25 - hnhs100 - 求助成功区

Financial Crisis and the Great Depression: A Regime-Switching Approach
5 个回复 - 678 次查看【作者(必填)】Patrick J. Coe 【文题(必填)】Financial Crisis and the Great Depression: A Regime-Switching Approach 【年份(必填)】2002 【全文链接或数据库名称(选填)】http://muse.jhu.edu/article/ ...2017-1-16 22:49 - runman - 求助成功区

Growth, Saving, Financial Markets, and Markov Switching Regimes
3 个回复 - 656 次查看【作者(必填)】Tor Jacobson1 / Thomas Lindh2 / Anders Warne3 【文题(必填)】Growth, Saving, Financial Markets, and Markov Switching Regimes 【年份(必填)】2002 【全文链接或数据库名称(选填)】http ...2016-12-18 17:39 - runman - 求助成功区

Forecasting Stock Market Volatility with Regime-Switching GARCH Models
15 个回复 - 1747 次查看【作者(必填)】Juri Marcucci 【文题(必填)】Forecasting Stock Market Volatility with Regime-Switching GARCH Models 【年份(必填)】2005 【全文链接或数据库名称(选填)】https://www.degruyter.com/vie ...2016-12-18 15:01 - runman - 求助成功区

MARKOV-Switching vector AUtoregression
6 个回复 - 3128 次查看 hans——Martin Krolzig的书，很全面，供大家参考，象征性的收2个论坛币，缺币且需要的同学留言给我，发给你2014-9-3 22:53 - 祝贺人大 - Gauss专版

On the estimation of regime-switching Lévy models
9 个回复 - 826 次查看【作者(必填)】Julien Chevallier / Stéphane Goutte 【文题(必填)】On the estimation of regime-switching Lévy models正文及附件【年份(必填)】2016 【全文链接或数据库名称(选填)】Studies in Nonli ...2016-11-3 17:14 - hkswen - 求助成功区

MSVAR(Markov-Switching Vector Autoregressions)model
4 个回复 - 3565 次查看学习分享一篇关于Makov区制转换VAR模型的经典理论文献2012-10-2 11:40 - jinfang8866 - 新手入门区

Regression tree model versus Markov regime switching: a comparison for electrici
2 个回复 - 684 次查看【作者(必填)】Aristeidis Samitas, Aggelos Armenatzoglou 【文题(必填)】Regression tree model versus Markov regime switching: a comparison for electricity spot price modelling and forecasting 【年 ...2016-9-28 21:42 - qianhaoqi - 求助成功区

endogenous regime switching model with unknown sample selection
3 个回复 - 1493 次查看亲们：请问STATA 有没有程序运行 endogenous regime switching model with unknown sample selection？ Y(1)=xb1+error term1 Y(2)=xb2+error term2 I=mb3+error term3 如果 I〉0 Y=y（1）如果I《=0 Y ...2016-9-28 15:23 - llcloud - Stata专版

Forecasting GDP growth using mixed-frequency models with switching regimes
1 个回复 - 727 次查看【作者(必填)】Fady Barsoum, Sandra Stankiewicz 【文题(必填)】Forecasting GDP growth using mixed-frequency models with switching regimes 【年份(必填)】2015 【全文链接或数据库名称(选填)】http:/ ...2016-9-28 21:18 - qianhaoqi - 求助成功区

An Investment Model via Regime-Switching Economic Indicators
5 个回复 - 1043 次查看求一个working paper: An Investment Model via Regime-Switching Economic Indicators, 作者赵永淦。[/backcolor]2016-8-30 09:29 - yanlinda50 - 求助成功区

Optimal selling rules in a regime-switching exponential Gaussian diffusion model
1 个回复 - 778 次查看【作者(必填)】P. Eloe, R. H. Llu, M. Yatsuki, G. Yin and Q. Zhang 【文题(必填)】Optimal selling rules in a regime-switching exponential Gaussian diffusion model 【年份(必填)】2008 【全文链接 ...2016-8-6 14:27 - yangnay - 求助成功区

determinants of exchange rate regime switching求助！
1 个回复 - 560 次查看【作者(必填)】Fiess, Norbert, and Rashmi Shankar 【文题(必填)】determinants of exchange rate regime switching 【年份(必填)】2009 【全文链接或数据库名称(选填)】Journal of International Money a ...2016-7-26 14:44 - ChrisEdward - 求助成功区

Knowledge Base Combinations and Innovation Performance in Swedish Regions
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Pricing Vulnerable Options Under a Markov-Modulated Regime Switching Model
1 个回复 - 511 次查看【作者(必填)】Wei Wanga* & Wensheng Wangab 【文题(必填)】Pricing Vulnerable Options Under a Markov-Modulated Regime Switching Model 【年份(必填)】2010 【全文链接或数据库名称(选填)】http://www.t ...2016-5-27 11:32 - hnu123 - 求助成功区

Pricing Vulnerable Options Under a Markov-Modulated Regime Switching Model
1 个回复 - 488 次查看【作者(必填)】Wei Wanga* & Wensheng Wangab 【文题(必填)】Pricing Vulnerable Options Under a Markov-Modulated Regime Switching Model 【年份(必填)】2010 【全文链接或数据库名称(选填)】http://www.t ...2016-3-28 19:50 - hnu123 - 求助成功区

[求助]关于Markov regime switching Garch
36 个回复 - 17290 次查看各位，请问你们有没有运行过Marcucci写的一个关于Markov状态转换GARCH的程序，在运行的时候，总会出现数据类型不匹配的错误，如下所示：??? Subscripted assignment dimension mismatch.Error in ==> mrsgarchestf ...2009-5-20 15:53 - csfe - MATLAB等数学软件专版

请教关于regime switching 模型的问题
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MLE for a region switch model
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Heston-Type Stochastic Volatility with a Markov Switching Regime
1 个回复 - 667 次查看【作者(必填)】Robert J. Elliott1, Katsumasa Nishide2, 【文题(必填)】Heston-Type Stochastic Volatility with a Markov Switching Regime 【年份(必填)】2015 【全文链接或数据库名称(选填)】http://on ...2016-2-18 17:31 - hnhs100 - 求助成功区

Regime-Switching GARCH---Hints for MRSGARCH程序
29 个回复 - 13410 次查看 Forecasting Stock Market Volatility with Regime-Switching GARCH Models" by J. Marcucci 原文和程序，但是程序有错误，下面是作者Marcucci给的修改意见。 ================================================= ...2010-7-1 01:31 - autozhao - MATLAB等数学软件专版

Regime-switching investment-saving correlation and international capital mobilit
3 个回复 - 655 次查看【作者(必填)】Tsung Wu Hoa 【文题(必填)】Regime-switching investment-saving correlation and international capital mobility 【年份(必填)】2000 【全文链接或数据库名称(选填)】http://www.tandfonlin ...2016-1-18 22:43 - zx8387 - 求助成功区

[下载]State-Space Models with Regime Switching- Classical and Gibbs-Sampling Appro
47 个回复 - 22942 次查看 [此贴子已经被作者于2008-3-31 12:47:14编辑过]2008-3-31 12:37 - state12 - 公共经济学

region switch regression in proc nlmixed
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Long memory and regime switching
3 个回复 - 630 次查看 Long memory and regime switching: A simulation study on the Markov Regime-Switching ARFIMA model2015-10-27 20:38 - lucky187 - 求助成功区

[求助]State-Space Models with Regime Switching：Classical and Gibbs-Sampling
1 个回复 - 2457 次查看 State-Space Models with Regime Switching：Classical and Gibbs-Sampling Approaches with Applications2008-4-1 10:30 - mike_zhang - 求助成功区

求文献on risk minimizing protfolios under a markovian regime switching
2 个回复 - 837 次查看【作者(必填)】elliott r. j and siu t.k. 【文题(必填)】on risk minimizing protfolios under a markovian regime switching black-scholes economy 【年份(必填)】2010 【全文链接或数据库名称(选填)】2015-7-28 14:11 - macro-quant - 求助成功区

求文献robust optimal protfolio choice under markovian regime switching model
2 个回复 - 730 次查看【作者(必填)】elliott r.j. and siu t.k. 【文题(必填)】robust optimal protfolio choice under markovian regime switching model 【年份(必填)】2009 【全文链接或数据库名称(选填)】2015-7-28 14:08 - macro-quant - 求助成功区

求文献Foreign exchange rates under Markov regime switching
2 个回复 - 778 次查看【作者(必填)】S. Goutte and B. Zou 【文题(必填)】Foreign exchange rates under Markov regime switching model 【年份(必填)】2011 【全文链接或数据库名称(选填)】2015-7-2 22:39 - macro-quant - 求助成功区

Intrinsic bubbles and regime-switching
1 个回复 - 662 次查看【作者(必填)】 Driffill J, Sola M 【文题(必填)】 Intrinsic bubbles and regime-switching 【年份(必填)】 1998 【全文链接或数据库名称(选填)】 Driffill J, Sola M. Intrinsic bubbles and regime-switc ...2015-6-29 15:18 - 15002967574 - 求助成功区

求文献Stochastic impulse control with regime switching
5 个回复 - 717 次查看【作者(必填)】Luz R. Sotomayora & Abel Cadenillasbc 【文题(必填)】Stochastic impulse control with regime switching for the optimal dividend policy when there are business cycles, taxes and fixed co ...2015-6-8 16:12 - macro-quant - 求助成功区

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