Regime switching for dynamic correlations
Denis Pelletier
| Year of publication: |
2006
|
|---|---|
| Authors: | Pelletier, Denis |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 131.2006, 1/2, p. 445-473
|
| Subject: | Markov-Kette | Markov chain | Korrelation | Correlation | ARMA-Modell | ARMA model |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003298605