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Hurricane lifespan modeling through a semi-Markov parametric approach
Masala, Giovanni - In: Journal of forecasting 32 (2013) 4, pp. 369-384
Persistent link: https://www.econbiz.de/10009775497
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A copula-based Markov reward approach to the credit spread in the European Union
D'Amico, Guglielmo; Petroni, Filippo; Regnalt, Philippe; … - In: Applied mathematical finance 26 (2019) 4, pp. 359-386
Persistent link: https://www.econbiz.de/10012210396
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Change point dynamics for financial data : an indexed Markov chain approach
D'Amico, Guglielmo; Lika, Ada; Petroni, Filippo - In: Annals of finance 15 (2019) 2, pp. 247-266
Persistent link: https://www.econbiz.de/10012058237