Markov switching in portfolio choice and asset pricing models : a survey
Year of publication: |
2011
|
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Authors: | Guidolin, Massimo |
Published in: |
Time-series methods and applications. - Bingley [u.a.] : Emerald, ISBN 978-1-78052-526-6. - 2011, p. 87-178
|
Subject: | Zeitreihenanalyse | Time series analysis | Markov-Kette | Markov chain | Portfolio-Management | Portfolio selection | Kapitalmarkttheorie | Financial economics | Theorie | Theory |
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