An Introduction to Regime Switching Time Series Models
Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research
| Original language | English |
|---|---|
| Title of host publication | Handbook of Financial Time Series |
| Editors | T.G. Andersen, R.A. Davis, J.P. Kreiss, T. Mikosch |
| Number of pages | 18 |
| Publisher | Springer |
| Publication date | 2009 |
| Pages | 871-888 |
| ISBN (Print) | 978-3-540-71296-1 |
| ISBN (Electronic) | 978-3-540-71297-8 |
| Publication status | Published - 2009 |
ID: 13059546