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Posted: **June 8th, 2011, 11:07 am**

Matlab: estimating Markov Regime Switching models for correlations?Hi all,I have found a Matlab regime switching package on Mathworks website ...Anybody knows how to adapt it to modeling a 2-state Markov Regime Switching model for correlations between two assets?Thank you!

Posted: **June 21st, 2011, 3:37 pm**

Bump, if anyone knows of a related MatLab archive of code examples, this might be helpful as well. Thanks

Posted: **June 21st, 2011, 5:54 pm**

http://www.mathworks.com/matlabcentral/ ... global_nav