A Time Series Model with Periodic Stochastic Regime Switching.
| Year of publication: |
1993
|
|---|---|
| Authors: | Ghysels, E. |
| Institutions: | Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ) |
| Subject: | time series |
| Series: | |
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| Type of publication: | Book / Working Paper |
| Notes: | 42 pages |
| Source: |
Persistent link: https://www.econbiz.de/10005353034