{"title":"Bayesian Inference of Multivariate Regression Models with Endogenous Markov Regime-Switching Parameters","authors":"Young Min Kim, Kyu Ho Kang","doi":"10.1093/jjfinec/nbab012","DOIUrl":null,"url":null,"abstract":"<span>doi: <strong>10.1093/jjfinec/nbaa021<span></span></strong></span>","PeriodicalId":47596,"journal":{"name":"Journal of Financial Econometrics","volume":"149 5","pages":""},"PeriodicalIF":1.8000,"publicationDate":"2021-08-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Journal of Financial Econometrics","FirstCategoryId":"96","ListUrlMain":"https://doi.org/10.1093/jjfinec/nbab012","RegionNum":3,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q2","JCRName":"BUSINESS, FINANCE","Score":null,"Total":0}
期刊介绍：
"The Journal of Financial Econometrics is well situated to become the premier journal in its field. It has started with an excellent first year and I expect many more."
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