{"title":"具有内生马尔可夫状态切换参数的多元回归模型的贝叶斯推断","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":"{\"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}","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}
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"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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