Filter probabilities of the low volatility regime
Implied Volatility with Time Varying Regime Probabilities
25
Implied Volatility with Time-Varying Regime Probabilities
25
Estimating default probabilities for CDO's : a regime switching model
61
The KOSPI200 Implied Volatility Index: Evidence of Regime Switches in Volatility Expectations *
25
Beta Risk and Regime Shift in Market Volatility
19
Options Pricing and Hedging in a Regime-Switching Volatility Model
176
Could the Exchange Rate Regime Reduce Macroeconomic Volatility?
29
Regime-Switching Stochastic Volatility and Short-Term Interest Rates.
34
On the robustness of international portfolio diversification benefits to regime-switching volatility
31
Modeling the volatility of Mediterranean stock markets: a regime-switching approach
9
The low volatility puzzle : Norwegian evidence
81
International Portfolio Diversification and Market Linkages in the presence of regime-switching volatility
35
An Empirical Investigation into Exchange Rate Regime Choice and Exchange Rate Volatility
33
An empirical study of the exchange rate volatility regime for carry trade investors
298
Growth and volatility regime switching models for New Zealand GDP data
56
Flow Regime Based Climatologies of Lightning Probabilities for Spaceports and Airports
8
STOCK MARKET VOLATILITY AND REGIME SHIFTS IN RETURNS
21
Bounds of Ruin Probabilities for Insurance Companies in the Presence of Stochastic Volatility on Investments⋆⋆⋆
15
Exchange Rate Volatility in Post floating Regime in India
11
Pricing and Hedging in Stochastic Volatility Regime Switching Models
11