Identifying speculative bubbles with an in finite hidden Markov model
Year of publication: |
2012-02-06
|
---|---|
Authors: | Song, Yong ; Shi, Shuping |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | speculative bubbles | in nite hidden Markov model | Dirichlet process |
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