THE MARKOV SWITCHING APPROACH TO MODELLING STOCHASTIC REGIME SHIFTS IN ECONOMICS AND FINANCE

Research Paper Series (National University of Singapore. Faculty of Business Administration); 2003-018

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Bibliographic Details
Main Authors: WAI MUN FONG, JOHN M. SEQUEIRA, MICHAEL MCALEER
Other Authors: FINANCE & ACCOUNTING
Format: Working Paper/Technical Report
Published: 2018
Online Access:http://scholarbank.nus.edu.sg/handle/10635/149190
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Institution: National University of Singapore
Description
Summary:Research Paper Series (National University of Singapore. Faculty of Business Administration); 2003-018