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Particle Filtering Estimation of Regime Switching Factor Model and Its Application in Statistical Arbitrage Strategy.

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Title: Particle Filtering Estimation of Regime Switching Factor Model and Its Application in Statistical Arbitrage Strategy.
Authors: Mu, Yu1 (AUTHOR) ymu0117@gmail.com, Frey, Robert J.1 (AUTHOR) robert.frey@stonybrook.edu
Source: Journal of Risk & Financial Management. Oct2025, Vol. 18 Issue 10, p549. 22p.
Database: Business Source Ultimate
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        Value: 10.3390/jrfm18100549
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        Text: English
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        PageCount: 22
        StartPage: 549
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              Text: Oct2025
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              Y: 2025
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