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Volumn 381, Issue 1-2, 2007, Pages 329-337

An alternative method to measure the likelihood of a financial crisis in an emerging market

Author keywords

Emerging markets; Extended Kalman filter; Financial crises

Indexed keywords

ALGORITHMS; EXTENDED KALMAN FILTERS; MAXIMUM LIKELIHOOD; PARAMETER ESTIMATION; RISK ANALYSIS; STATISTICAL MECHANICS;

EID: 34249707380     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2007.03.031     Document Type: Article
Times cited : (9)

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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.