A constrained robust Markov regime-switching model for long-term risk evaluation

Shanshan Qin, Beibei Guo, Yuehua Wu, Hong Xie, Jingjing Dong

Open source

DOI: 10.1080/02664763.2025.2525880
Published: 2025-07-02
Container: Journal of Applied Statistics
Publisher: Informa UK Limited
Open access: unknown

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Cite this work

BibTeX

@article{allodium:10.1080/02664763.2025.2525880,
  title = {A constrained robust Markov regime-switching model for long-term risk evaluation},
  author = {Shanshan Qin and Beibei Guo and Yuehua Wu and Hong Xie and Jingjing Dong},
  year = {2025},
  journal = {Journal of Applied Statistics},
  doi = {10.1080/02664763.2025.2525880},
  url = {https://doi.org/10.1080/02664763.2025.2525880}
}

RIS

TY  - JOUR
TI  - A constrained robust Markov regime-switching model for long-term risk evaluation
AU  - Shanshan Qin
AU  - Beibei Guo
AU  - Yuehua Wu
AU  - Hong Xie
AU  - Jingjing Dong
PY  - 2025
JO  - Journal of Applied Statistics
DO  - 10.1080/02664763.2025.2525880
UR  - https://doi.org/10.1080/02664763.2025.2525880
ER  -

APA

Qin, S., Guo, B., Wu, Y., Xie, H., & Dong, J. (2025). A constrained robust Markov regime-switching model for long-term risk evaluation. Journal of Applied Statistics. https://doi.org/10.1080/02664763.2025.2525880

Source records

crossref · retrieved 2026-09-25T23:04:38.198Z