A regime switching skew-normal model of contagion (Q2697018)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A regime switching skew-normal model of contagion |
scientific article |
Statements
A regime switching skew-normal model of contagion (English)
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17 April 2023
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financial crisis
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contagion
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Global Financial Crisis
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regime switching
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skew-normal distribution
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Gibbs sampling
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Bayesian model comparison
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