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~isPartOf:"Working papers"
~person:"Cavicchioli, Maddalena"
~person:"Osuntuyi, Anthony"
~subject:"Theorie"
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Cavicchioli, Maddalena
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Markov switching models for volatility : filtering, approximation and duality
Billio, Monica
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Cavicchioli, Maddalena
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2013
Persistent link: https://www.econbiz.de/10011629075
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Determining the number of regimes in Markov-switching VAR and VMA models
Cavicchioli, Maddalena
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2013
Persistent link: https://www.econbiz.de/10011629915
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