Please use this identifier to cite or link to this item: https://scholarbank.nus.edu.sg/handle/10635/149190
Title: THE MARKOV SWITCHING APPROACH TO MODELLING STOCHASTIC REGIME SHIFTS IN ECONOMICS AND FINANCE
Authors: WAI MUN FONG 
JOHN M. SEQUEIRA 
MICHAEL MCALEER
Issue Date: Aug-2003
Citation: WAI MUN FONG, JOHN M. SEQUEIRA, MICHAEL MCALEER (2003-08). THE MARKOV SWITCHING APPROACH TO MODELLING STOCHASTIC REGIME SHIFTS IN ECONOMICS AND FINANCE. Research Paper Series (National University of Singapore. Faculty of Business Administration); 2003-018 : 1-53. ScholarBank@NUS Repository.
Series/Report no.: Research Paper Series; 2003-018
Source Title: Research Paper Series (National University of Singapore. Faculty of Business Administration); 2003-018
URI: http://scholarbank.nus.edu.sg/handle/10635/149190
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