Lecture Introductory Econometrics for Finance: Chapter 10 - Chris Brooks
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The objectives of this chapter are to switching models. In this chapter, you will learn how to: Use intercept and slope dummy variables to allow for seasonal behaviour in time series, motivate the use of regime switching models in financial econometrics, specify and explain the logic behind Markov switching models,...
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Lecture Introductory Econometrics for Finance: Chapter 10 - Chris Brooks
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Lecture Introductory Econometrics for Finance: Chapter 10 - Chris Brooks
Tìm kiếm theo từ khóa liên quan:
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