The Possible Shapes of Recoveries in Markov-Switching Models

Frédérique Bec, Othman Bouabdallah and Laurent Ferrara
Additional contact information
Othman Bouabdallah: Crest

No 2011-02, Working Papers from Center for Research in Economics and Statistics

Pages: 34
Date: 2011
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (9)

Downloads: (external link)
http://crest.science/RePEc/wpstorage/2011-02.pdf Crest working paper version (application/pdf)

Related works:
Working Paper: The possible shapes of recoveries in Markov-switching models (2011)
Working Paper: The possible shapes of recoveries in Markov-Switching models (2011)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:crs:wpaper:2011-02

Access Statistics for this paper

More papers in Working Papers from Center for Research in Economics and Statistics Contact information at EDIRC.
Bibliographic data for series maintained by Secretariat General () and Murielle Jules Maintainer-Email : murielle.jules@ensae.Fr.