An Introduction to Regime Switching Time Series Models

Originalsprog	Engelsk
Titel	Handbook of Financial Time Series
Redaktører	T.G. Andersen, R.A. Davis, J.P. Kreiss, T. Mikosch
Antal sider	18
Forlag	Springer
Publikationsdato	2009
Sider	871-888
ISBN (Trykt)	978-3-540-71296-1
ISBN (Elektronisk)	978-3-540-71297-8
Status	Udgivet - 2009

Citationsformater

@inbook{194cf3e06bc011de8bc9000ea68e967b,

title = "An Introduction to Regime Switching Time Series Models",

author = "Theis Lange and Rahbek, {Anders Christian}",

year = "2009",

language = "English",

isbn = "978-3-540-71296-1",

pages = "871--888",

editor = "T.G. Andersen and R.A. Davis and J.P. Kreiss and T. Mikosch",

booktitle = "Handbook of Financial Time Series",

publisher = "Springer",

}