Detection of high and low states in stock market returns with MCMC method in a Markov switching model
Rey, Clément, Rey, Serge, Viala, Jean-RenaudVolume:
41
Langue:
english
Journal:
Economic Modelling
DOI:
10.1016/j.econmod.2014.05.003
Date:
August, 2014
Fichier:
PDF, 1.24 MB
english, 2014