Work

regime switching models

Year: 2008

Type: reference-entry

Source: The New Palgrave Dictionary of Economics

DOI: 10.1057/9780230226203.1411

Author: James D. Hamilton

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W4245003757

Cites:

Cited by: 51

Related to: 10