Advances in markov-switching models: applications in business cycle research and finance
Éditeur :
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
ISBN :
9783642511844
Date de publication :
19 janv. 2013
Langue :
Anglais
Pays d'origine :
Allemagne
This book is a collection of state-of-the-art papers on the properties of business cycles and financial analysis. Overall, the book provides a state-of-the-art over view of new directions in methods and results for estimation and inference based on the use of Markov-switching time-series analysis.