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Regimes : nonparametric identification and forecasting
Kaya, Hakan; Lee, Wai; Pornrojnangkool, Bobby - In: The journal of portfolio management : a publication of … 36 (2009/10) 2, pp. 94-105
Persistent link: https://www.econbiz.de/10003967208
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Trending fast and slow
Cheng, Eddie; Kostyuchyk, Nazar; Lee, Wai; Liu, Pai; … - In: The journal of portfolio management : JPM 48 (2022) 3, pp. 103-116
Persistent link: https://www.econbiz.de/10013175445