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Statistical Method to Estimate Regime-Switching Levy Model

Julien Chevallier 1 Stéphane Goutte 2
1 EconomiX
2 LED - Laboratoire d'Economie Dionysien
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https://hal-univ-paris8.archives-ouvertes.fr/hal-02880598
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Submitted on : Thursday, June 25, 2020 - 10:11:41 AM
Last modification on : Thursday, October 21, 2021 - 3:16:24 PM

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  • HAL Id : hal-02880598, version 1

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UNIV-PARIS8 | LED | ECONOMIX | CNRS | UNIV-PARIS-LUMIERES | UNIV-PARIS-NANTERRE

Citation

Julien Chevallier, Stéphane Goutte. Statistical Method to Estimate Regime-Switching Levy Model. Springer Proceedings in Mathematics & Statistics, édité par Steland A, Rafajlowicz E., Szajowski K., 122, Editions: Springer, pp.381-389, 2015, ISBN: 978-3-319-13880-0. ⟨hal-02880598⟩

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