Regime Switching in Economics，宾西法尼亚大学的博士论文，2002年的。作者：Sean D.Campbell。 3.39MB，116页，PDF格式

目录：
I Option pricing in regime switching environments
1 Introduction
2 The model
3 Empirical results
4 Conclusion
5 Appendix

II Specification testing and semi parametric estimation of regime switching models: US short term interest rate
6 Introduction
7 Gaussian regime switching models of short interest rate
8 Testing normality assumption
9 QMLE of regime switching model
10 Semi parametric estimation
11 The significance of non Gaussian regime swithcing
12 Conclusion