On model selection and markov switching : a empirical examination of term structure models with regime shifts :: Centre for Economic Policy Research 2003 :: OBNB, the Open British National Bibliography

Publication Data

Title On model selection and markov switching : a empirical examination of term structure models with regime shifts
Contributors John Driffill, Centre for Economic Policy Research
Publisher Centre for Economic Policy Research
Publication date 2003
Publication location London
Language English

Descriptive Notes

"Financial economics and international macroeconomics".

Topics

Stocks :: Rate of return :: Econometric models
Interest rates :: Econometric models
Markov processes

Catalogue Data

OBNB ID GBA417683
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book

ISBD

P1053 34 p.
P1042 Includes bibliographical references.

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On model selection and markov switching : a empirical examination of term structure models with regime shifts. Published by Centre for Economic Policy Research in 2003. Publication and catalogue information, links to buy online and reader comments.