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language:"zho"
~language:"eng"
~language:"srp"
~subject:"Markov chain"
~type_genre:"Multi-volume publication"
~type_genre:"Systematic review"
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Ghysels, Eric
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ECONIS (ZBW)
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1
Inflation and stock returns, [part] II
Azar, Samih Antoine
- In:
International journal of economics and finance
6
(
2014
)
1
,
pp. 208-216
Persistent link: https://www.econbiz.de/10010237306
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2
Markov switching in portfolio choice and asset pricing models : a survey
Guidolin, Massimo
-
2011
Persistent link: https://www.econbiz.de/10009698155
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3
Markov switching models in empirical finance
Guidolin, Massimo
-
2011
Persistent link: https://www.econbiz.de/10009698156
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4
Advances in Markov-switching models : applications in business cycle research and finance ; with 56 tables
Hamilton, James D.
(
ed.
)
-
2002
Persistent link: https://www.econbiz.de/10001681636
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5
Time-series model with periodic stochastic regime switching: Part 2 : Applications to 16th- and 17th-century grain prices
Bac, Catherine
;
Chevet, Jean-Michel
;
Ghysels, Eric
- In:
Macroeconomic dynamics
5
(
2001
)
1
,
pp. 21-55
Persistent link: https://www.econbiz.de/10001570829
Saved in:
6
Time-series model with periodic stochastic regime switching: Part 1 : Theory
Ghysels, Eric
- In:
Macroeconomic dynamics
4
(
2000
)
4
,
pp. 467-486
Persistent link: https://www.econbiz.de/10001548619
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