A Markov Regime Switching Model with Time-varying Transition Probabilities for Identifying Asset Price Bubbles

Authors

Frank Ofori, Western Michigan UniversityFollow

Faculty Advisor

Dr. Matthew Higgins

Department

Economics

Presentation Date

4-13-2017

Document Type

Poster

WMU ScholarWorks Citation

Ofori, Frank, "A Markov Regime Switching Model with Time-varying Transition Probabilities for Identifying Asset Price Bubbles" (2017). Research and Creative Activities Poster Day. 252.
https://scholarworks.wmich.edu/grad_research_posters/252