MDL-FMS: MDL-Regularized Fractional Markov-Switching Models with Time-Varying Transition Probabilities for Volatility Regime Detection on the Johannesburg Stock Exchange

Reproducibility package for **"MDL-FMS: MDL-Regularized Fractional Markov-Switching Models with Time-Varying Transition Probabilities for Volatility Regime Detection on the Johannesburg Stock Exchange"** (Ntebogang Dinah Moroke, North-West University). This archive contains the data and analysis code supporting the paper. It does **not** contain the manuscript itself; see the paper's Data Availability statement for the citable link to the published article once available.