Markov switching models in empirical finance
Year of publication: |
2011
|
---|---|
Authors: | Guidolin, Massimo |
Published in: |
Time-series methods and applications. - Bingley [u.a.] : Emerald, ISBN 978-1-78052-526-6. - 2011, p. 1-86
|
Subject: | Zeitreihenanalyse | Time series analysis | Markov-Kette | Markov chain | Finanzmarkt | Financial market | Empirische Methode | Empirical method | Prognoseverfahren | Forecasting model |
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