/

Extreme Events – Specimen Questions and Answers – Chapter 7: Regime Switching and Time-Varying Risk and Return Parameters

[this page | pdf | references | back links | custom searches]

Return to Question and Answer Summary

 

In Section 7.2 we set out formulae for the means and covariance matrices for the conditional probability distributions involved in a RS model that involved just two multivariate normal regimes.

 

Questions:

 

-          Question A.7.1

-          Question A.7.2

-          Question A.7.3

 


NAVIGATION LINKS
Contents | Prev | Next


Desktop view | Switch to Mobile