𝔖 Bobbio Scriptorium
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Bailouts, Endogenous Financial Regimes, and Market Sentiments

✍ Scribed by Ngo Van Long; Huilan Tian


Book ID
108534621
Publisher
John Wiley and Sons
Year
2002
Tongue
English
Weight
95 KB
Volume
10
Category
Article
ISSN
0965-7576

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## Abstract A multiple‐regime threshold nonlinear financial time series model, with a fat‐tailed error distribution, is discussed and Bayesian estimation and inference are considered. Furthermore, approximate Bayesian posterior model comparison among competing models with different numbers of regim