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Regime Switching Model with Time Varying Transition Probabilities

Regime Switching Model with Time Varying Transition Probabilities

by

Zhuanxin Ding (view profile)

  • 1 file
  • 129 downloads
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14 Jun 2012 (Updated )

Code for estimating a Markov Regime Switching Model with time varying transition probabilities.

param2spec_tvtp(param,Spec_Tag,constCoeff,typeCall)

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