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Negative and Nonlinear Response in an Exactly Solved Dynamical Model of Particle Transport

✍ Scribed by J. Groeneveld; R. Klages

Book ID
110396065
Publisher
Springer
Year
2002
Tongue
English
Weight
380 KB
Volume
109
Category
Article
ISSN
0022-4715

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An econometric model of nonlinear dynami
An econometric model of nonlinear dynamics in the joint distribution of stock and bond returns
✍ 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