Regime Changes and Financial Markets-Reference-Cited by-同舟云学术

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Regime Changes and Financial Markets

Published:2011 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Ang Andrew,Timmermann Allan G.

Publisher

Elsevier BV

Reference98 articles.

1. Bayes Inference via Gibbs Sampling of Autoregressive Time Series Subject to Markov Mean and Variance Shifts;J H Albert;Journal of Business and Economic Statistics,1993

2. Regime Switches in Interest Rates

3. International Asset Allocation with Regime Shifts;A Ang;Review of Financial Studies,2002

4. Regime Switches in Interest Rates;A Ang;Journal of Business and Economic Statistics,2002

5. Short Rate Nonlinearities and Regime Switches;A Ang;Journal of Economic Dynamics and Control,2002

Cited by 1 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. VaR of SSE returns Based on Bayesian Markov-Switching GARCH Approach;Proceedings of the 2nd International Conference on Big Data Technologies - ICBDT2019;2019

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