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Quadratic Risk Minimization in a Regime-Switching Model with Portfolio Constraints
Donnelly, Catherine, Heunis, Andrew J.
Published in SIAM journal on control and optimization (01.01.2012)
Published in SIAM journal on control and optimization (01.01.2012)
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Are regime-shift sources of risk priced in the market?
Chourdakis, Kyriakos, Dendramis, Yiannis, Tzavalis, Elias
Published in Journal of empirical finance (01.09.2014)
Published in Journal of empirical finance (01.09.2014)
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Estimating Dynamic Connectivity States in fMRI Using Regime-Switching Factor Models
Chee-Ming Ting, Ombao, Hernando, Samdin, S. Balqis, Salleh, Sh-Hussain
Published in IEEE transactions on medical imaging (01.04.2018)
Published in IEEE transactions on medical imaging (01.04.2018)
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