GREQAM
Centre de la Vieille Charite
13002 Marseille
France
Université de la Mediterraneé
SSRN RANKINGS
in Total Papers Citations
Multivariate GARCH, Dynamic correlations, Regime switching, Markov chain, Hidden Markov models, Hierarchical Hidden Markov models
minimum wage, teenage employment, state space methods, unobserved components model
M3 velocity, Breakpoint tests, ECB