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Q5120600 - MaRDI portal

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scientific article; zbMATH DE number 7247637
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English
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scientific article; zbMATH DE number 7247637

    Statements

    author
    Kongliang Zhu
    0 references
    Woraphon Yamaka
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    Songsak Sriboonchitta
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    publication date
    15 September 2020
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    zbMATH Keywords
    MS-VECM
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    Bayesian
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    relationship of financial markets
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    regime probabilities
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    Identifiers

    zbMATH DE Number
    7247637
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