Markov switching models in empirical finance
Massimo Guidolin
| Year of publication: |
2011
|
|---|---|
| Authors: | Guidolin, Massimo |
| Published in: |
Time-series methods and applications. - Bingley [u.a.] : Emerald, ISBN 978-1-78052-526-6. - 2011, p. 1-86
|
| Subject: | Zeitreihenanalyse | Time series analysis | Markov-Kette | Markov chain | Finanzmarkt | Financial market | Empirische Methode | Empirical method | Prognoseverfahren | Forecasting model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section ; Übersichtsarbeit ; Systematic review |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009698156