Part of the Springer Series in Statistics book series (SSS)
Nonlinear Time Series Analysis Based on Markov Switching Models
KeywordsUnit Root GARCH Model Multivariate Time Series Markov Switching Vector Error Correction Model
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.
Unable to display preview. Download preview PDF.
© Springer Science + Business Media, LLC 2006