Guidolin, Massimo (contributor); Hyde, Stuart (contributor) - 2008 - Rev.
Association conference in Zurich (August 2006), the European Financial Management conference in
Madrid (July 2006), and seminar … estimate
with any accuracy and therefore hard to exploit in portfolio management. However, in a regime switching
model, the … Timmermann 2003, 2005, Schaller and Van Norden, 1997, Turner et al., 1989). To our
knowledge, there are very few applications of …