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~isPartOf:"2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin"
~person:"Goodwin, Barry K."
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Research Methods/ Statistical Methods
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dynamic correlations
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regime switching
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spillovers
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state dependent probabilities
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thresholds
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Goodwin, Barry K.
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2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin
2012 Annual Meeting, August 12-14, 2012, Seattle, Washington
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2013 Annual Meeting, August 4-6, 2013, Washington, D.C.
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1999 Annual meeting, August 8-11, Nashville, TN
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A State Dependent Regime Switching Model of Dynamic Correlations
Tejeda, Hernan A.
;
Goodwin, Barry K.
;
Pelletier, Denis
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Agricultural and Applied Economics Association - AAEA
-
2009
Replaced with revised version of paper 07/29/09.
Persistent link: https://www.econbiz.de/10005068491
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