Caractérisation des crises financières à l'aide de modèles hybrides (HMC-MLP)
Bertrand Maillet; Madalina Olteanu; Joseph Rynkiewicz
| Year of publication: |
2004
|
|---|---|
| Authors: | Maillet, Bertrand ; Olteanu, Madalina ; Rynkiewicz, Joseph |
| Published in: |
Revue d'économie politique. - Paris : Dalloz, ISSN 0373-2630, ZDB-ID 241473-9. - Vol. 114.2004, 4, p. 489-506
|
| Subject: | Schock | Shock | Markov-Kette | Markov chain | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Finanzkrise | Financial crisis |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | French |
| Notes: | Zsfassung in engl. Sprache u.d.T.: Characterization of financial crisis with hybrid HMC-MLP models |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002233745