Modeling local trends with regime shifting models with time-varying probabilities

International Review of Financial Analysis, Volume 66, November 2019, 101368

Author(s):

Sergio M. Focardi

Pole Universitaire De Vinci Research Center

Frank J. Fabozzi

EDHEC Business School

Davide Mazza

Pole Universitaire De Vinci Research Center

International Review of Financial Analysis, Volume 66, November 2019, 101368

Type: Academic publication
Date: le 02/11/2019
Research Cluster : Finance
Source : International Review of Financial Analysis

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