Markov Switching Model Analysis of Implied Volatility for Market Indexes with Applications to S&P 500 and DAX
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DOI: 10.1155/2014/753852
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- Antonio N. Bojanic, 2021. "A Markov-Switching Model of Inflation in Bolivia," Economies, MDPI, vol. 9(1), pages 1-18, March.
- Jyothi Chittineni, 2018. "Indian Implied Volatility Index: A Macroeconomic Study," Applied Economics and Finance, Redfame publishing, vol. 5(5), pages 75-82, September.
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