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- 2020
-
Mark
Learning hidden Markov models with persistent states by penalizing jumps
(
- Contribution to journal › Article
- 2019
-
Mark
Multi-period portfolio selection with drawdown control
(
- Contribution to journal › Article
- 2006
-
Mark
Derivative Prices for Models using Levy Processes and Markov Switching
2006)(
- Thesis › Doctoral thesis (monograph)
- 2005
-
Mark
Exchange rates and Markov switching dynamics
(
- Contribution to journal › Article
-
Mark
Transition Variables in the Markov-switching Model: Some Small Sample Properties
2005) In Working Papers, Department of Economics, Lund University(
- Working paper/Preprint › Working paper
- 2004
-
Mark
Reconnecting the Markov Switching Model with Economic Fundamentals
2004) In Working Papers, Department of Economics, Lund University(
- Working paper/Preprint › Working paper
- 2002
-
Mark
Regime Switches in Swedish Interest Rates
2002) In Working Papers, Department of Economics, Lund University(
- Working paper/Preprint › Working paper
-
Mark
Dynamic Portfolio Selection: The Relevance of Switching Regimes and Investment Horizon
2002) In Working Papers. Department of Economics, Lund University(
- Working paper/Preprint › Working paper