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~isPartOf:"EUI working paper / ECO"
~isPartOf:"Journal of econometrics"
~person:"Kole, Erik"
~subject:"Optionspreistheorie"
~subject:"Share price"
~subject:"USA"
~subject:"VAR-Modell"
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Kole, Erik
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EUI working paper / ECO
Journal of econometrics
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Moments, shocks and spillovers in Markov-switching VAR models
Kole, Erik
;
Dijk, Dick van
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014365495
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