Advances in Markov-switching models : applications in business cycle research and finance ; with 56 tables
James D. Hamilton ... (ed.)
| Year of publication: |
2002
|
|---|---|
| Other Persons: | Hamilton, James D. (ed.) |
| Publisher: |
Heidelberg [u.a.] : Physica-Verl. |
| Subject: | regime switching model | Konjunktur | Business cycle | Finanzmarkt | Financial market | Zeitreihenanalyse | Time series analysis | Markov-Kette | Markov chain | Strukturbruch | Structural break | ARCH-Modell | ARCH model | Schätzung | Estimation | Theorie | Theory | USA | United States | Europa | Europe | Geldpolitik | Hidden-Markov-Modell |
| Description of contents: | Table of Contents [swbplus.bsz-bw.de] ; Description [swbplus.bsz-bw.de] |
| Extent: | VIII, 267 S graph. Darst 24 cm |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Aufsatzsammlung ; Sammelwerk ; Collection of articles of several authors ; Übersichtsarbeit ; Systematic review |
| Language: | English |
| Notes: | First published in "Empirical Economics", Volume 27, Issue 2, 2002 Zuerst ersch. in: Empirical Economics, Vol. 27, Nr. 2, 2002 Pp. : EUR 69.95 |
| ISBN: | 3-7908-1515-2 |
| Classification: | Geld, Inflation, Kapitalmarkt |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001681636