An Introduction to Regime Switching Time Series Models

Original language	English
Title of host publication	Handbook of Financial Time Series
Editors	T.G. Andersen, R.A. Davis, J.P. Kreiss, T. Mikosch
Number of pages	18
Publisher	Springer
Publication date	2009
Pages	871-888
ISBN (Print)	978-3-540-71296-1
ISBN (Electronic)	978-3-540-71297-8
Publication status	Published - 2009

Cite this

@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",

}