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Multivariate Regime Switching Model

Asked by s

s (view profile)

on 21 Aug 2013

Hi, I am using the following package MS_Regress_FEX_1.06 by Perlin.

I want to simulate a particular multivariate regime switching and I was wondering is anyone can help me.

The problem is to solve a 2 regime switching method.

Thank you in advance.



s (view profile)


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