Multivariate Jacobi process with application to smooth transitions (Q292036): Difference between revisions

@@ Property / author @@
-Christian Gouriéroux
@@ Property / author: Christian Gouriéroux / rank @@
-Normal rank
@@ Property / author @@
-Joanna Jasiak
@@ Property / author: Joanna Jasiak / rank @@
-Normal rank
@@ Property / Mathematics Subject Classification ID @@
+P20
@@ Property / Mathematics Subject Classification ID: 62P20 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+H10
@@ Property / Mathematics Subject Classification ID: 60H10 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+H30
@@ Property / Mathematics Subject Classification ID: 60H30 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G40
@@ Property / Mathematics Subject Classification ID: 91G40 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G70
@@ Property / Mathematics Subject Classification ID: 91G70 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6591974
@@ Property / zbMATH DE Number: 6591974 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Jacobi process
@@ Property / zbMATH Keywords: Jacobi process / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+regime switching
@@ Property / zbMATH Keywords: regime switching / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+stochastic volatility
@@ Property / zbMATH Keywords: stochastic volatility / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+contingency table
@@ Property / zbMATH Keywords: contingency table / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+credit risk
@@ Property / zbMATH Keywords: credit risk / rank @@
+Normal rank
@@ Property / author @@
+Christian Gouriéroux
@@ Property / author: Christian Gouriéroux / rank @@
+Normal rank
@@ Property / author @@
+Joanna Jasiak
@@ Property / author: Joanna Jasiak / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.jeconom.2005.01.014
+Normal rank
@@ Property / OpenAlex ID @@
+W2089774894
@@ Property / OpenAlex ID: W2089774894 / rank @@
+Normal rank
@@ Property / cites work @@
+Short rate nonlinearities and regime switches.
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@@ links / mardi / name / links / mardi / name @@
+Publication:292036