New directions in business cycle research and financial analysis
Year of publication: |
2002
|
---|---|
Authors: | Hamilton, James D. ; Raj, Baldev |
Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 27.2002, 2, p. 149-162
|
Subject: | Konjunkturforschung | Business cycle analysis | Markov-Kette | Markov chain | Modellierung | Scientific modelling | ARCH-Modell | ARCH model | Theorie | Theory |
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