Regime Changes and Financial Markets
收藏NBER2011-06-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w17182
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资源简介：
Regime switching models can match the tendency of financial markets to often change their behavior abruptly and the phenomenon that the new behavior of financial variables often persists for several periods after such a change. While the regimes captured by regime switching models are identified by
提供机构：
美国国家经济研究局
创建时间：
2011-06-01
