Modeling systemic risk with Markov Switching Graphical SUR models
- 期刊名称Journal of Econometrics
- 作者Bianchi, Daniele; Billio, Monica; Casarin, Roberto; Guidolin, Massimo
- 印刷ISSN0304-4076
- 文件大小816.08KB
- 发表时间2018-11
- DOI10.1016/j.jeconom.2018.11.005
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