A Markov Switching Approach to Herding

Bohl MT, Klein AC, Siklos PL

Cite as

Bohl, M., Klein, A., & Siklos, P. (2016). A Markov Switching Approach to Herding. Credit and Capital Markets, 49, 193–220.

Details

Publication type
Research article (journal)

Peer reviewed
Yes

Publication status
Published

Year
2016

Journal
Credit and Capital Markets

Volume
49

Start page
193

End page
220

Language
English