"Gibbs sampling approach to regime switching analysis of financial time series."

Luca Di Persio, Matteo Frigo (2016)

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DOI: 10.1016/J.CAM.2015.12.010

access: open

type: Journal Article

metadata version: 2021-02-16

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Luca Di Persio, Matteo Frigo:
Gibbs sampling approach to regime switching analysis of financial time series. J. Comput. Appl. Math. 300: 43-55 (2016)

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