Accounting for regime and parameter uncertainty in regime-switching models
| Year of publication: |
2011
|
|---|---|
| Authors: | Hartman, Brian M. ; Heaton, Matthew J. |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : North Holland Publ. Co, ISSN 0167-6687, ZDB-ID 8864x. - Vol. 49.2011, 3, p. 429-438
|