Financial crises and regime-dependent dynamics
Year of publication: |
2012
|
---|---|
Authors: | Huang, Weihong ; Zheng, Huanhuan |
Published in: |
Journal of economic behavior & organization : JEBO. - Amsterdam [u.a.] : Elsevier, ISSN 0167-2681, ZDB-ID 864321-0. - Vol. 82.2012, 2/3, p. 445-461
|
Subject: | Financial crisis | Regime-dependent belief | Regime switching | Power-law distribution | Long-range dependence |
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