Why do Regime-switching Models Forecast so Badly?
| Year of publication: |
1999
|
|---|---|
| Authors: | Dacco, R. ; Satchell, S. |
| Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 7834329. - Vol. 18.1999, 1, p. 1-16
|