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Oct 28, 2021 - Python
regime-switching
Here are 8 public repositories matching this topic...
Implementations of various trading strategies
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Apr 5, 2019 - MATLAB
Likelihood ratio based tests for regime switching
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Oct 18, 2021
Automatized-analysis-via-yfinance-API
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Dec 16, 2022 - Jupyter Notebook
Predicting economic recession in developed and developing countries using regime-switching model
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May 8, 2020 - Jupyter Notebook
Modeling the COVID-19 Infection Rates by Regime Switching Unobserved Components Models
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Jul 23, 2023 - R
Bayesian Estimation of Loss Aversion in Regime-Switching DSGE
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Apr 13, 2023
This package implements hypothesis testing procedures that can be used to identify the number of regimes in a Markov-Switching model.
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Mar 2, 2023 - R
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