scientific article; zbMATH DE number 6843800
From MaRDI portal
Publication:4605686
zbMATH Open1382.91003MaRDI QIDQ4605686
Publication date: 27 February 2018
Title of this publication is not available (Why is that?)
Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Signal detection and filtering (aspects of stochastic processes) (60G35) Diffusion processes (60J60) Interest rates, asset pricing, etc. (stochastic models) (91G30) Markov processes: hypothesis testing (62M02)
Related Items (5)
Testing the term structure of interest rates using a stationary vector autoregression with regime switching ⋮ Title not available (Why is that?) ⋮ A GENERAL EQUILIBRIUM MODEL OF THE TERM STRUCTURE OF INTEREST RATES UNDER REGIME-SWITCHING RISK ⋮ A MULTIVARIATE REGIME SWITCHING APPROACH TO THE RELATION BETWEEN THE STOCK MARKET, THE INTEREST RATE AND OUTPUT ⋮ Cointegration rank switching model: an application to forecasting interest rates
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4605686)
