Search Results - "Regime Switching"

A Robust Numerical Scheme for Pricing American Options Under Regime Switching Based on Penalty Method by Zhang, Kai, Teo, Kok Lay, Swartz, Mick

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Structure and asymptotic theory for nonlinear models with GARCH errors by Chan, Felix, McAleer, M., Medeiros, M.

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Residual state ownership and stock market integration: evidence from Chinese partly privatised firms by Li, Hong

Subjects: “…state ownership; political interference; asset pricing; stock market integration; Kalman smoothing; regime switching;…”
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Modelling thresholds and volatility in US ecological patents by Chan, Felix, Marinova, Dora, Mcaleer, M.

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Essays on credit default swaps by Guo, Biao

Subjects: “…credit default swap; credit risk; liquidity risk; regime switching; sovereign risk; spillover; term structure; macroeconomic factors; principal component analysis; Kalman Filter…”
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