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

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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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
id sg-nus-scholar.10635-149190
record_format dspace
spelling sg-nus-scholar.10635-1491902019-04-23T08:16:26Z THE MARKOV SWITCHING APPROACH TO MODELLING STOCHASTIC REGIME SHIFTS IN ECONOMICS AND FINANCE WAI MUN FONG JOHN M. SEQUEIRA MICHAEL MCALEER FINANCE & ACCOUNTING Research Paper Series (National University of Singapore. Faculty of Business Administration); 2003-018 1-53 2018-11-28T06:35:33Z 2018-11-28T06:35:33Z 2003-08 Working Paper/Technical Report WAI MUN FONG, JOHN M. SEQUEIRA, MICHAEL MCALEER (2003-08). 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 : 1-53. ScholarBank@NUS Repository. http://scholarbank.nus.edu.sg/handle/10635/149190 Research Paper Series; 2003-018
institution National University of Singapore
building NUS Library
country Singapore
collection ScholarBank@NUS
description Research Paper Series (National University of Singapore. Faculty of Business Administration); 2003-018
author2 FINANCE & ACCOUNTING
author_facet FINANCE & ACCOUNTING
WAI MUN FONG
JOHN M. SEQUEIRA
MICHAEL MCALEER
format Working Paper/Technical Report
author WAI MUN FONG
JOHN M. SEQUEIRA
MICHAEL MCALEER
spellingShingle WAI MUN FONG
JOHN M. SEQUEIRA
MICHAEL MCALEER
THE MARKOV SWITCHING APPROACH TO MODELLING STOCHASTIC REGIME SHIFTS IN ECONOMICS AND FINANCE
author_sort WAI MUN FONG
title THE MARKOV SWITCHING APPROACH TO MODELLING STOCHASTIC REGIME SHIFTS IN ECONOMICS AND FINANCE
title_short THE MARKOV SWITCHING APPROACH TO MODELLING STOCHASTIC REGIME SHIFTS IN ECONOMICS AND FINANCE
title_full THE MARKOV SWITCHING APPROACH TO MODELLING STOCHASTIC REGIME SHIFTS IN ECONOMICS AND FINANCE
title_fullStr THE MARKOV SWITCHING APPROACH TO MODELLING STOCHASTIC REGIME SHIFTS IN ECONOMICS AND FINANCE
title_full_unstemmed THE MARKOV SWITCHING APPROACH TO MODELLING STOCHASTIC REGIME SHIFTS IN ECONOMICS AND FINANCE
title_sort markov switching approach to modelling stochastic regime shifts in economics and finance
publishDate 2018
url http://scholarbank.nus.edu.sg/handle/10635/149190
_version_ 1681098890571415552

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