Search Results - "Markov-Switching"

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  1. 1
    State-space risk measurement: an application to renewable energy returns

    State-space risk measurement: an application to renewable energy returns by Inchauspe, Julian

    Published 2011
    Subjects: “…Markov-Switching…”
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  2. 2
    Clustered housing cycles

    Clustered housing cycles by Hernandez-Murillo, Ruben, Owyang, Michael T., Rubio, Margarita

    Published 2017
    Subjects: “…Clustered Markov switching…”
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  3. 3
    Regime shifts in ex post UK commercial property risk premiums

    Regime shifts in ex post UK commercial property risk premiums by Hutchison, N., Fraser, Patricia, Adair, A., Srivatsa, R.

    Published 2012
    Subjects: “…Markov switching model…”
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