Browsing by Subject Regime switching
Showing results 2 to 3 of 3
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Issue Date | Title | Author(s) |
---|---|---|
2016 | Portfolio flows and the US dollar-yen exchange rate | Menla Ali, F; Spagnolo, F; Spagnolo, N |
2010 | Regime switching volatility calibration by the Baum-Welch method | Mitra, S; Date, P |