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Volatility modelling in a Markov-switching environment: two Ornstein–Uhlenbeck-related approaches

Published Online: 2025-06-16

Published Print: 2025-10

Authors

Behme, Anita
Funding

Funding for this research was provided by:

Technische Universität Dresden
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Text and Data Mining valid from 2025-06-16

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Article History

Received: 26 October 2023

Accepted: 3 November 2024

First Online: 16 June 2025

Declarations

:

: The author declares no competing interests.

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