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Regime-switching angular correlation diversification
Lee, Hsiang-Tai, (2022)
Optimal portfolio diversification with a multi-chain regime-switching spillover GARCH model
Lee, Chien-Chiang, (2023)
Modeling price dynamics and risk forecasting in Tehran stock exchange : conditional variance heteroscedasticity hidden Markov models
Nilchi, Moslem, (2023)
Strategic asset allocation and Markov Regime Switch with GARCH
Simi, Wei W., (2013)
Time-changed Lévy jump processes with GARCH model on reverse convertibles