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~subject:"ARCH-Modell"
~subject:"Sequential test"
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A survey of sequential Monte Carlo methods for economics and finance
Creal, Drew
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2009
Persistent link: https://www.econbiz.de/10003855973
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A survey of sequential Monte Carlo methods for economics and finance
Creal, Drew
- In:
Econometric reviews
31
(
2012
)
1/3
,
pp. 245-296
Persistent link: https://www.econbiz.de/10009515959
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Advances in Markov-switching models : applications in business cycle research and finance ; with 56 tables
Hamilton, James D.
(
ed.
)
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2002
Persistent link: https://www.econbiz.de/10001681636
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