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~person:"Bhar, Ramaprasad"
~subject:"Markov chain"
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Bhar, Ramaprasad
Chiarella, Carl
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1
Measuring response of output growth to changes in yield spread in a state switching framework
Bhar, Ramaprasad
;
Hamori, Shigeyuki
- In:
Journal of economic and social measurement
33
(
2008
)
4
,
pp. 221-239
Persistent link: https://www.econbiz.de/10003842363
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2
Analysing yield spread and output dynamics in an endogenous Markov switching regression framework
Bhar, Ramaprasad
;
Hamori, Shigeyuki
- In:
Asia-Pacific financial markets
14
(
2007
)
1/2
,
pp. 141-156
Persistent link: https://www.econbiz.de/10003609540
Saved in:
3
Approximating Heath-Jarrow-Morton non-Markovian term structure of interest rate models with Markovian systems
Bhar, Ramaprasad
;
Chiarella, Carl
-
2000
Persistent link: https://www.econbiz.de/10001730596
Saved in:
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