Quantitative finance collector
C++ Matlab VBA/Excel Java Mathematica R/Splus Net Code Site Other
Jun 27

An Implementation of Markov Regime Switching Model with Time Varying Transition Probabilities in Matlab

Posted by abiao at 08:52 | Code » Matlab | Comments(1) | Reads(13821)
This memo explains how to use the MATLAB code for estimating a Markov Regime Switching Model with time varying transition probabilities. The code is developed by Zhuanxin Ding based on the original code by Marcelo Perlin for estimating a Markov
Regime Switching Model
with constant transition probability matrix.

Click here for an introduction paper and Matlab codes are here.

Tags: , ,
I love the way you write and share your niche! Very interesting and different! Keep it coming!
Check this out mobile legend bang bang game
Pages: 1/1 First page 1 Final page
Add a comment
Enable HTML
Enable UBB
Enable Emots
Nickname   Password   Optional
Site URI   Email   [Register]