Econometrics and Business Statistics Seminar: Andrew Harvey, University of Cambridge
Title: Regime switching, parameter switching and threshold models
Info about event
Time
Location
Fuglesangs Allé 4, Building 2632(L), Room 242
Speaker: Andrew Harvey, University of Cambridge
Title: Regime switching, parameter switching and threshold models
Research interests: Time series; financial econometrics; state space models; signal extraction; volatility.
Host: Leopoldo Catania
Organisers: Luke Taylor and Leopoldo Catania.