Exact Solutions for the Transient Densities of Continuous-Time Markov Switching Models - With an Application to the Poisson Multifractal Model
Year of publication: |
2013-09
|
---|---|
Authors: | Lux, Thomas |
Institutions: | Institut für Weltwirtschaft (IfW) |
Subject: | regime switching | continuous-time models | multifractal models |
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