Regime dependent dynamics and European stock markets : is asset allocation really possible?
Wasim Ahmad; N. R. Bhanumurthy; Sanjay Sehgal
| Year of publication: |
2015
|
|---|---|
| Authors: | Ahmad, Wasim ; Bhanumurthy, N. R. ; Sehgal, Sanjay |
| Published in: |
Empirica : journal of european economics. - Dordrecht : Springer, ISSN 0340-8744, ZDB-ID 188142-5. - Vol. 42.2015, 1, p. 77-107
|
| Subject: | Markov switching model | European stock markets | Regime shifts | Synchronization | Asset allocation | Portfolio-Management | Portfolio selection | Markov-Kette | Markov chain | Aktienmarkt | Stock market | Schätzung | Estimation | Deutschland | Germany | Europa | Europe | Kapitaleinkommen | Capital income | Zeitreihenanalyse | Time series analysis | Volatilität | Volatility | EU-Staaten | EU countries |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011318430