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  • Model Selection in Regime-switching Models of Various Types

    Model Selection in Regime-switching Models of Various Types This abstract describes a paper that investigates how to best choose a model from a flexible set of regime-switching models where the ...

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    • Authors: Brian Hartman
    • Date: Dec 2012
    • Competency: External Forces & Industry Knowledge
    • Topics: Modeling & Statistical Methods>Asset modeling
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