MRS

(redirected from Markov Regime Switching)
AcronymDefinition
MRSMistress (title of address)
MRSMisses (title of address)
MRSMaterials Research Society
MRSMagnetic Resonance Spectroscopy
MRSMedical Research Service (US VA)
MRSMarket Research Society
MRSMarsa (postal locality, Malta)
MRSMale Reproductive System
MRSMethods for Research Synthesis (Institute of Education; UK)
MRSMountain Rescue Service (est. 1972)
MRSManagement Research Services (various locations)
MRSMilitary Retirement System
MRSMulti-Resource Scheduling (software)
MRSMarine Recruiting Station
MRSModified Rankin Scale
MRSMulti-Robot System
MRSMedical Receptionist Secretary
MRSMarkov Regime Switching (forecasting)
MRSMinimal Recursive Semantics
MRSMagnetic Ride System
MRSMusic Recognition Service
MRSMobile Routers
MRSMacro Resource
MRSMarginal Rate of Substitution
MRSMigrant and Refugee Services (US Conference of Catholic Bishops)
MRSModern Racism Scale (psychology)
MRSModified Racing Series
MRSModel Railway Society
MRSMonitored Retrievable Storage
MRSMobile Radio Service
MRSMaintenance Repair & Service
MRSMedia Recognition System
MRSMovimiento de Renovación Sandinista (Sandinista Renovation Movement, Nicaragua)
MRSManagement Review System
MRSMicrowave Remote Sensing
MRSMelkersson-Rosenthal Syndrome
MRSMedical Review System
MRSAir Marshall Islands (ICAO code)
MRSMaritime Register of Shipping (Russia)
MRSMilitary Railway Service (US Army)
MRSMortgage Related Security
MRSMaximum Record Size (computing)
MRSMobility Requirements Study
MRSMinimum Required Strength
MRSMessage Relay Service
MRSManaged Router Service (AT&T)
MRSMouse Rage Syndrome (website usability)
MRSMitochondria Research Society
MRSMuzzle Reference Sensor
MRSMonash Residential Services (Clayton, Victoria, Australia)
MRSMobile Remote Servicer
MRSMedical Right Start
MRSMinimum Reporting Standards
MRSMIDI Recording Studio (Amiga and Atari ST software)
MRSMissing Return Statement (software fault)
MRSMarket Regulation Services Inc
MRSMinato Rugby School (Japan)
MRSMedium Resolution Spectrometer
MRSMain Supply Road
MRSMaryland Relay Service (Telephone)
MRSMortality Reporting System
MRSMetal-Resistive Layer Semiconductor (physics)
MRSMission Required Strength (US DoD)
MRSMolecular Replacement Solution
MRSMichigan Radiological Society
MRSMini-Rawin System (meteorology)
MRSde Man, Rogosa and Sharpe Agar (microbiology)
MRSMarketing Requirements Specification
MRSMeasurements Repository System
MRSMultiple Response Surface
MRSQuantity of Mechanical Reinforcement for preccribed (Colorado Department of Transportation) Soil zone
MRSMemo Routing Slip
MRSMine Roller System (US Marine Corps)
MRSMedium-Range Sonar
MRSMaintenance Requirements System (US Navy)
MRSModified Rogers Scale
MRSMaterial Release Schedule
MRSModerator Recovery System
MRSMobile Radio Subsystem
MRSMovement Reporting System
MRSMaui Race Series (windsurfing)
MRSMission Recorder System
MRSMelksham Referees Society (UK)
MRSMarkov Renewal Sequence
MRSManaged RADIUS Service (Sprint)
MRSMain Ring Simulator
MRSMILA Relay System (NASA)
MRSMobility Response Squadron
MRSMilitary Railway Switcher
MRSMobilization Reserve Stocks
MRSMilitary Requirement Schedule
MRSMilitary Enlistment Processing Reporting Subsystem
MRSMucus Recovery System (hospital billing code)
MRSMain Reflector Surface
MRSMobilization Requirement Study
MRSMidland Roller Sports
MRSManagement, Resource, and Support
MRSMulticommand Requirement Submission
MRSMILSTAR Remoting System
MRSMulti-purpose Reproducer Set
MRSMaterial Repair System
MRSMultiple Ramp Scheme
MRSMagnetiese Resonansspektro-Skopie
MRSMini-Reconstruction System
MRSMake Ready for Sale (automobile dealers)
MRSMarseilles, France - Marseille-Provence (Airport Code)
MRSMini Recording System
MRSMiscellaneous Revenue System
References in periodicals archive ?
Wang and Wang [16] and Niu and Wang [17] study the pricing problem of vulnerable European options under the Markov regime switching jump-diffusion models.
The Markov regime switching results are estimated by using expectations-maximisation algorithm.
In order to ascertain the relative importance of inflation and exchange rate stability as formal policy objectives, we conduct Bai-Perron multiple breakpoint (MBP) and Markov regime switching tests.
In his work, the parametric models include the standard regime switching and the Markov regime switching, whereas the non-parametric are the nearest-neighbor and the artificial neural network models.
The Markov regime switching markets contain dramatic change in macroeconomic by incorporating a continuous-time Markov chain.
Sattar (2014), using Markov Regime Switching framework, also depicts nonlinearity in the policy reaction function of SBP.
Janczura and Weron [6] discussed the calibration models based on the EM algorithm built on the mean-reverting process combined with Markov regime switching.
By extending these studies and allowing for a business cycle factor (boom and recession) in models of GARCH-M and Markov regime switching, we find that the risk premium coefficient becomes significantly positive for boom periods, whereas it remains insignificantly negative for recession periods.
The Dynamic Factor Model with Markov Regime Switching
Piger, "Markov Regime Switching and Unit Root Tests." PUBLISHED: Journal of Business and Economic Statistics, October 2001, 19(4), pp.
A Markov regime switching model and an LSTAR model are employed to take account of possible multiple equilibria and asymmetric responses to positive and negative shocks.
Markov regime switching models were first introduced by Hamilton [1] and recently have become popular in financial applications including equity options [2-17], bond prices and interest rate derivatives [18-20], portfolio selection [21], and trading rules [22-26].