Strategic asset allocation and Markov Regime Switch with GARCH
Wei W. Simi
| Year of publication: |
2013
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|---|---|
| Authors: | Simi, Wei W. |
| Published in: |
Journal of business and economic studies. - Fairfield, Conn. : School of Business, Fairfield Univ., ISSN 1063-343X, ZDB-ID 11935194. - Vol. 19.2013, 1, p. 41-51
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| Type of publication: | Article |
|---|---|
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10010160167