A Markov switching unobserved component analysis of the CDX index term premium

  • G Calice
  • , C Ioannidis
  • , RH Miao

Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid

Ôl bys

Gweld gwybodaeth am bynciau ymchwil 'A Markov switching unobserved component analysis of the CDX index term premium'. Gyda’i gilydd, maen nhw’n ffurfio ôl bys unigryw.

Keyphrases

Economics, Econometrics and Finance