A regime switching skew-normal model of contagion
Joshua C.C. Chan, Renée A. Fry-McKibbin, Cody Yu-Ling Hsiao
| Year of publication: |
2019
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|---|---|
| Authors: | Chan, Joshua ; Fry-McKibbin, Renée ; Hsiao, Cody Yu-Ling |
| Published in: |
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet. - Berlin : De Gruyter, ISSN 1558-3708, ZDB-ID 1385261-9. - Vol. 23.2019, 1, p. 1-24
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| Subject: | Bayesian model comparison | contagion | Financial crisis | Gibbs sampling | Global Financial Crisis | regime switching | skew-normal distribution | Finanzkrise | Markov-Kette | Markov chain | Bayes-Statistik | Bayesian inference | Ansteckungseffekt | Contagion effect | Welt | World | Theorie | Theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1515/snde-2017-0001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012054868