Work

Markov switching models for time series data with dramatic jumps

Year: 2012

Type: article

Authors: Masoud Yarmohammadi, Hamidreza Mostafaei, Maryam Safaei

Language: English

Topic: Monetary Policy and Economic Impact

Subfield: General Economics, Econometrics and Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W182575383

FWCI: 1.312

Cites: 19

Cited by: 10

Related to: 10