Modelling Financial Crises Mutation
| Year of publication: |
2011
|
|---|---|
| Authors: | Candelon, Bertrand ; DUMITRESCU, Elena-Ivona ; HURLIN, Christophe ; PALM, Franz C. |
| Institutions: | Laboratoire d'Économie d'Orléans (LEO), Faculté de droit, d'économie et de gestion |
| Subject: | Non-linear VAR | Multivariate dynamic probit models | Exact maximum likelihood | Impulse-response funct |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | Number 1238 |
| Source: |
Persistent link: https://www.econbiz.de/10010934276