"New Filters for the Calibration of Regime Switching Beta Dynamics" by Robert J. Elliott and Carlton Osakwe

Article Title

New Filters for the Calibration of Regime Switching Beta Dynamics

Authors

Robert J. Elliott, University of CalgaryFollow
Carlton Osakwe, Mount Royal University, Calgary, CanadaFollow

DOI

10.31390/cosa.12.4.07

Recommended Citation

Elliott, Robert J. and Osakwe, Carlton (2018) "New Filters for the Calibration of Regime Switching Beta Dynamics," Communications on Stochastic Analysis: Vol. 12: No. 4, Article 7.
DOI: 10.31390/cosa.12.4.07
Available at: https://repository.lsu.edu/cosa/vol12/iss4/7

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