Markov switching in portfolio choice and asset pricing models : a survey

Massimo Guidolin

Year of publication:	2011
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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