Empirical study on the Markov-modulated regime switching model when the regime switching risk is priced

Research output: Chapter in Book or Report/Conference proceeding › Conference Proceeding › peer-review

Original language	English
Title of host publication	3rd international conference on social sciences, economics and finance
Publication status	Published - 2017
Event	Montreal, Canada, - Duration: 26 Aug 2017 → …

Conference	Montreal, Canada,
Period	26/08/17 → …

Cite this

@inproceedings{cc1c8c2cae1143909843cbde030ee8c9,

title = "Empirical study on the Markov-modulated regime switching model when the regime switching risk is priced",

author = "David Liu",

year = "2017",

language = "English",

booktitle = "3rd international conference on social sciences, economics and finance",

note = "Montreal, Canada, ; Conference date: 26-08-2017",

}