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 |
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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 |
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