Switching Regime Models: applications to trading rules

Nuno Almeida and Pedro Valls Pereira

No 175, Computing in Economics and Finance 2002 from Society for Computational Economics

Keywords: Switching Regime; SWGARCH; Trading Rules (search for similar items in EconPapers)
JEL-codes: C53 G1 (search for similar items in EconPapers)
Date: 2002-07-01
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Persistent link: https://EconPapers.repec.org/RePEc:sce:scecf2:175

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