A regime switching skew-normal model of contagion (Q2697018)
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scientific article; zbMATH DE number 7675482
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| English | A regime switching skew-normal model of contagion |
scientific article; zbMATH DE number 7675482 |
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A regime switching skew-normal model of contagion (English)
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17 April 2023
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financial crisis
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contagion
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Global Financial Crisis
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regime switching
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skew-normal distribution
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Gibbs sampling
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Bayesian model comparison
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