𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Dynamical behavior in the nonlinear-map model of an elevator

✍ Scribed by Takashi Nagatani


Book ID
108450128
Publisher
Elsevier Science
Year
2002
Tongue
English
Weight
163 KB
Volume
310
Category
Article
ISSN
0378-4371

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


An econometric model of nonlinear dynami
✍ Massimo Guidolin; Professor Allan Timmermann πŸ“‚ Article πŸ“… 2006 πŸ› John Wiley and Sons 🌐 English βš– 260 KB πŸ‘ 1 views

## Abstract This paper considers a variety of econometric models for the joint distribution of US stock and bond returns in the presence of regime switching dynamics. While simple two‐ or three‐state models capture the univariate dynamics in bond and stock returns, a more complicated four‐state mod