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Miao, Rong Hui's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
115 |
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Citations
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1.
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A Markov Switching Unobserved Component Analysis of the CDX Index Term Premium
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Calice, Giovanni
University of Birmingham - Department of Economics Ioannidis, Christos
University of Bath-Department of Economics Miao, Rong Hui
University of Bath - Department of Economics
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Posted:
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27 May 10
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Last Revised:
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21 Jan 12
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115
(122,210)
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Calice, Giovanni
University of Birmingham - Department of Economics Ioannides, Christos
University of Bath - Department of Economics Miao, Rong Hui
University of Bath - Department of Economics
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Credit Default Swap Index, Markov Switching, State-Space, Variance Decomposition
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Calice, Giovanni
University of Birmingham - Department of Economics Ioannidis, Christos
University of Bath-Department of Economics Miao, Rong Hui
University of Bath - Department of Economics
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16 Jan 11
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Last Revised:
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21 Jan 12
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Credit Default Swap Index, Markov Switching, State-Space, Variance Decomposition
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Calice, Giovanni
University of Birmingham - Department of Economics Ioannidis, Christos
University of Bath-Department of Economics Miao, Rong Hui
University of Bath - Department of Economics
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| Posted: |
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27 May 10
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Last Revised:
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20 Nov 10
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55
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Credit Default Swap Index, Markov Switching, State-Space, Variance Decomposition
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