Markov Regime-Switching Models

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Markov_Regime_Switching_Models.pdf (705.21 KB)

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Authors

Noordhuis, Chanan

Document Type

Bachelor Thesis

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CC-BY-NC-ND

Keywords

Markov Regime-Switching Models ; Markov Chains ; First-Order Autoregressions

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https://studenttheses.uu.nl/handle/20.500.12932/48763