A Markov Switching Re-evaluation of Event-Study Methodology (Q3298495): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
ReferenceBot (talk | contribs) Changed an Item |
||
| Property / cites work | |||
| Property / cites work: A regime switching long memory model for electricity prices / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: A NONPARAMETRIC BAYESIAN APPROACH TO DETECT THE NUMBER OF REGIMES IN MARKOV SWITCHING MODELS / rank | |||
Normal rank | |||
Latest revision as of 02:00, 23 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Markov Switching Re-evaluation of Event-Study Methodology |
scientific article |
Statements
A Markov Switching Re-evaluation of Event-Study Methodology (English)
0 references
14 July 2020
0 references
hierarchical Bayes
0 references
Markov switching models
0 references
credit default swaps
0 references
event-study
0 references
