A Markov switching model of GNP growth with duration dependence
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- Robert J. Gordon, 1986. "The American Business Cycle: Continuity and Change," NBER Books, National Bureau of Economic Research, Inc, number gord86-1, July.
- Nathan Balke & Robert J. Gordon, 1986. "Appendix B: Historical Data," NBER Chapters, in: The American Business Cycle: Continuity and Change, pages 781-850, National Bureau of Economic Research, Inc.
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- John M. Maheu & Thomas H. McCurdy, 2002.
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- John M. Maheu & Thomas McCurdy, 2001. "Nonlinear Features of Realized FX Volatility," CIRANO Working Papers 2001s-42, CIRANO.
- Maheu, John M. & McCurdy, Thomas H., 2000.
"Volatility dynamics under duration-dependent mixing,"
Journal of Empirical Finance, Elsevier, vol. 7(3-4), pages 345-372, November.
- John M. Maheu & Tom McCurdy, 2000. "Volatility Dynamics Under Duration-Dependent Mixing," Econometric Society World Congress 2000 Contributed Papers 1427, Econometric Society.
- Florian Ielpo, 2012. "Equity, credit and the business cycle," Applied Financial Economics, Taylor & Francis Journals, vol. 22(12), pages 939-954, June.
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