Conditional Markov regime switching model applied to economic modelling

Stéphane Goutte

Year of publication:	2014
Authors:	Goutte, Stéphane
Published in:	Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 38.2014, p. 258-269
Subject:	Markov regime switching \| Expectation-Maximization algorithm \| Mean-reverting \| Local volatilityEconomic data \| Markov-Kette \| Markov chain \| Theorie \| Theory

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