Markov Regime-Switching in-Mean Model with Tempered Stable Distribution
Crossref DOI link: https://doi.org/10.1007/s10614-019-09882-2
Published Online: 2019-02-27
Published Print: 2020-04
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Shi, Yanlin
Feng, Lingbing
Fu, Tong
Funding for this research was provided by:
National Natural Science Foundation of China (71763009)
Text and Data Mining valid from 2019-02-27
Version of Record valid from 2019-02-27
Article History
Accepted: 17 January 2019
First Online: 27 February 2019