| To: | s-news@wubios.wustl.edu |
|---|---|
| Subject: | switching regime model for volatility |
| From: | Nicola.Beghetto@bancaimi.it |
| Date: | Thu, 31 Oct 2002 11:16:44 +0100 |
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Dear S-plus users, did anyone write a s-plus code for estimation and forecast with a switching regime model (i.e.Hamilton's model) ? Thank you Nicola Beghetto - |
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